+31.8%
USB vs EWT
+41.6%
-9.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -0.8% |
| 7D | 0.0% | -11.7% | +11.7% | +0.9% |
| 30D | +5.8% | -23.2% | +29.1% | +8.0% |
| 3M | -6.0% | -12.5% | +6.5% | -5.2% |
| 6M | +7.8% | -5.9% | +13.7% | +5.7% |
| YTD | +14.6% | +40.5% | -25.9% | -1.3% |
| 1Y | +31.8% | +43.7% | -12.0% | +12.6% |
| All | +31.8% | +41.6% | -9.9% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling