+22.7%
USB vs EWT
+97.4%
-74.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -11.5% | +9.4% | +2.1% |
| 7D | -1.5% | -19.0% | +17.5% | +6.2% |
| 30D | +4.3% | -27.0% | +31.3% | +16.8% |
| 3M | -6.1% | -15.6% | +9.5% | -1.0% |
| 6M | +9.4% | -7.4% | +16.8% | +8.3% |
| YTD | +15.2% | +35.2% | -20.0% | -7.1% |
| 1Y | +32.8% | +36.0% | -3.3% | +6.6% |
| 3Y | +91.3% | +128.2% | -36.9% | +7.7% |
| 5Y | +22.7% | +97.4% | -74.7% | -24.3% |
| All | +22.7% | +97.4% | -74.7% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling