+8,438.8%
USB vs EXC
+2,353.7%
+6,085.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | +1.4% | +0.3% | +1.2% | +1.3% |
| 30D | -1.3% | -3.7% | +2.4% | -0.1% |
| 3M | +15.2% | -1.3% | +16.5% | +15.5% |
| 6M | +18.8% | -9.7% | +28.5% | +22.5% |
| YTD | +21.0% | +2.9% | +18.1% | +19.0% |
| 1Y | +34.0% | +4.4% | +29.6% | +30.9% |
| 3Y | +95.3% | +22.2% | +73.1% | +78.2% |
| 5Y | +40.4% | +46.7% | -6.3% | +18.8% |
| 10Y | +107.3% | +155.3% | -48.0% | +45.1% |
| All | +8,438.8% | +2,353.7% | +6,085.1% | +3,981.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded EXC 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling