+83.7%
USB vs EWT
+435.9%
-352.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.2% |
| 7D | +1.4% | -3.7% | +5.1% | +2.8% |
| 30D | +6.4% | -17.2% | +23.6% | +16.0% |
| 3M | -4.5% | -7.3% | +2.9% | -2.2% |
| 6M | +11.4% | -1.5% | +12.9% | +7.6% |
| YTD | +17.1% | +49.0% | -31.9% | -12.8% |
| 1Y | +32.6% | +50.6% | -18.0% | -2.0% |
| 3Y | +101.8% | +148.9% | -47.1% | +3.8% |
| 5Y | +25.1% | +116.1% | -90.9% | -29.6% |
| All | +83.7% | +435.9% | -352.1% | -38.1% |
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