+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 all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.4% |
| 7D | +1.4% | -0.7% | +2.1% | +1.7% |
| 30D | -1.3% | -4.6% | +3.3% | +0.2% |
| 3M | +15.2% | -2.2% | +17.5% | +15.9% |
| 6M | +18.8% | -10.6% | +29.4% | +22.9% |
| YTD | +21.0% | +1.9% | +19.1% | +19.4% |
| 1Y | +34.0% | +3.4% | +30.6% | +31.3% |
| 3Y | +95.3% | +22.2% | +73.1% | +78.1% |
| 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% | +3,981.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling