+31.8%
USB vs EXC
+2.5%
+29.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.4% |
| 7D | 0.0% | -1.2% | +1.2% | 0.0% |
| 30D | +5.8% | +10.0% | -4.1% | +5.8% |
| 3M | -6.0% | +1.6% | -7.6% | -6.4% |
| 6M | +7.8% | +3.3% | +4.5% | +7.7% |
| YTD | +14.6% | +7.6% | +7.0% | +15.7% |
| 1Y | +31.8% | +3.5% | +28.3% | +31.4% |
| All | +31.8% | +2.5% | +29.3% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling