+583.0%
USB vs EWT
+500.7%
+82.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.4% |
| 7D | +2.4% | -10.9% | +13.3% | +7.7% |
| 30D | +6.6% | -17.7% | +24.3% | +15.9% |
| 3M | -4.1% | -5.0% | +0.9% | -2.5% |
| 6M | +12.5% | +7.4% | +5.1% | +6.2% |
| YTD | +17.6% | +52.8% | -35.2% | -6.4% |
| 1Y | +36.5% | +55.2% | -18.7% | +7.7% |
| 3Y | +95.4% | +158.0% | -62.6% | +19.7% |
| 5Y | +26.1% | +125.0% | -98.9% | -17.9% |
| 10Y | +101.3% | +429.7% | -328.5% | -11.3% |
| All | +583.0% | +500.7% | +82.4% | +111.3% |
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 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