+91.5%
USB vs EXE
+3.8%
+87.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | 0.0% | -6.6% | +6.6% | +1.1% |
| 30D | +5.8% | -4.0% | +9.8% | +6.5% |
| 3M | -6.0% | -7.5% | +1.5% | -4.9% |
| 6M | +7.8% | -11.7% | +19.4% | +9.7% |
| YTD | +14.6% | -22.0% | +36.6% | +19.0% |
| 1Y | +31.8% | -21.8% | +53.6% | +36.5% |
| 3Y | +91.5% | +8.0% | +83.5% | +77.1% |
| All | +91.5% | +3.8% | +87.7% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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