+92.7%
USB vs EXC
+181.3%
-88.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.4% |
| 7D | -1.5% | +1.4% | -2.8% | -2.1% |
| 30D | +4.3% | +11.6% | -7.3% | -0.7% |
| 3M | -6.1% | +2.7% | -8.7% | -7.3% |
| 6M | +9.4% | +2.7% | +6.7% | +7.7% |
| YTD | +15.2% | +9.7% | +5.5% | +9.2% |
| 1Y | +32.8% | +4.5% | +28.2% | +28.5% |
| 3Y | +91.3% | +28.5% | +62.8% | +63.6% |
| 5Y | +22.7% | +43.9% | -21.3% | -3.9% |
| All | +92.7% | +181.3% | -88.6% | +30.6% |
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