+22.7%
USB vs EXE
+62.9%
-40.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.6% |
| 7D | -1.5% | -5.6% | +4.2% | -0.2% |
| 30D | +4.3% | -3.3% | +7.6% | +5.0% |
| 3M | -6.1% | -5.5% | -0.6% | -5.1% |
| 6M | +9.4% | -13.4% | +22.8% | +12.6% |
| YTD | +15.2% | -21.3% | +36.5% | +20.7% |
| 1Y | +32.8% | -20.7% | +53.5% | +38.5% |
| 3Y | +91.3% | +3.9% | +87.4% | +81.2% |
| 5Y | +22.7% | +63.7% | -41.0% | +1.9% |
| All | +22.7% | +62.9% | -40.2% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling