+96.6%
USB vs EXC
+28.0%
+68.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.7% |
| 7D | +2.4% | +3.3% | -0.9% | +2.0% |
| 30D | +6.6% | +13.3% | -6.7% | +5.1% |
| 3M | -4.1% | +1.8% | -5.9% | -4.4% |
| 6M | +12.5% | +1.1% | +11.4% | +12.1% |
| YTD | +17.6% | +9.0% | +8.6% | +15.9% |
| 1Y | +36.5% | +3.4% | +33.1% | +35.4% |
| All | +96.6% | +28.0% | +68.6% | +77.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling