+108.7%
USB vs EXC
+153.9%
-45.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.2% |
| 7D | +1.4% | +0.3% | +1.2% | +1.3% |
| 30D | -1.3% | -3.7% | +2.4% | +0.3% |
| 3M | +15.2% | -1.3% | +16.5% | +15.6% |
| 6M | +18.8% | -9.7% | +28.5% | +23.7% |
| YTD | +21.0% | +2.9% | +18.1% | +18.2% |
| 1Y | +34.0% | +4.4% | +29.6% | +29.6% |
| 3Y | +95.3% | +22.2% | +73.1% | +70.8% |
| 5Y | +40.4% | +46.7% | -6.3% | +8.2% |
| All | +108.7% | +153.9% | -45.1% | +40.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling