+81.3%
USB vs EWT
+448.9%
-367.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | +2.6% | +9.1% | -6.5% | -2.0% |
| 30D | +8.4% | -12.2% | +20.6% | +14.6% |
| 3M | -5.5% | -9.4% | +3.9% | -2.1% |
| 6M | +17.7% | +2.7% | +15.1% | +11.3% |
| YTD | +17.6% | +53.3% | -35.7% | -13.8% |
| 1Y | +33.9% | +59.2% | -25.3% | -4.2% |
| 3Y | +103.8% | +157.1% | -53.3% | +2.9% |
| 5Y | +25.6% | +119.6% | -94.0% | -29.9% |
| All | +81.3% | +448.9% | -367.6% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 10y: compounded portfolio wealth divided by compounded EWT 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…
10y analysis · Full analysis span regression · 6 months rolling