+81.3%
USB vs EXEL
+320.7%
-239.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | +2.6% | -0.8% | +3.4% | +2.7% |
| 30D | +8.4% | +13.1% | -4.7% | +6.3% |
| 3M | -5.5% | +36.3% | -41.9% | -10.2% |
| 6M | +17.7% | +34.5% | -16.8% | +11.9% |
| YTD | +17.6% | +57.4% | -39.9% | +8.4% |
| 1Y | +33.9% | +62.9% | -29.1% | +22.7% |
| 3Y | +103.8% | +229.5% | -125.7% | +62.3% |
| 5Y | +25.6% | +281.2% | -255.6% | -4.0% |
| All | +81.3% | +320.7% | -239.4% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling