+602.6%
USB vs EWT
+594.1%
+8.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.1% | -1.1% |
| 7D | +1.4% | +4.0% | -2.5% | -0.3% |
| 30D | -1.3% | +10.3% | -11.6% | -5.7% |
| 3M | +15.2% | +6.1% | +9.2% | +10.6% |
| 6M | +18.8% | +56.6% | -37.8% | -5.6% |
| YTD | +21.0% | +76.6% | -55.6% | -9.3% |
| 1Y | +34.0% | +97.9% | -63.8% | -5.0% |
| 3Y | +95.3% | +198.0% | -102.7% | +12.9% |
| 5Y | +40.4% | +151.8% | -111.4% | -12.7% |
| 10Y | +107.3% | +514.1% | -406.8% | -14.1% |
| All | +602.6% | +594.1% | +8.5% | +104.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling