+536.8%
USB vs EW
+7,833.4%
-7,296.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.4% |
| 7D | -1.5% | +6.8% | -8.2% | -2.9% |
| 30D | +4.3% | +16.6% | -12.3% | +0.8% |
| 3M | -6.1% | +13.3% | -19.4% | -8.8% |
| 6M | +9.4% | +21.6% | -12.2% | +4.5% |
| YTD | +15.2% | +18.3% | -3.1% | +10.3% |
| 1Y | +32.8% | +21.7% | +11.0% | +26.4% |
| 3Y | +91.3% | +50.3% | +41.0% | +68.9% |
| 5Y | +22.7% | -15.0% | +37.7% | +20.5% |
| 10Y | +97.0% | +237.5% | -140.4% | +43.1% |
| All | +536.8% | +7,833.4% | -7,296.5% | +170.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling