+9.4%
USB vs EWT
-6.9%
+16.3%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -11.5% | +9.4% | -2.0% |
| 7D | -1.5% | -19.0% | +17.5% | -1.5% |
| 30D | +4.3% | -27.0% | +31.3% | +4.1% |
| 3M | -6.1% | -15.6% | +9.5% | -6.0% |
| 6M | +9.4% | -7.4% | +16.8% | +7.2% |
| All | +9.4% | -6.9% | +16.3% | +7.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling