+31.8%
USB vs EXEL
+73.7%
-41.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.5% |
| 7D | 0.0% | +0.3% | -0.3% | 0.0% |
| 30D | +5.8% | +19.0% | -13.2% | +5.3% |
| 3M | -6.0% | +33.3% | -39.2% | -6.7% |
| 6M | +7.8% | +42.9% | -35.1% | +6.8% |
| YTD | +14.6% | +58.7% | -44.1% | +12.2% |
| 1Y | +31.8% | +70.5% | -38.7% | +28.3% |
| All | +31.8% | +73.7% | -41.9% | +28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling