+492.1%
USB vs EXEL
+334.5%
+157.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.6% | +3.5% | -1.3% |
| 7D | -1.5% | +3.8% | -5.3% | -2.0% |
| 30D | +4.3% | +17.8% | -13.5% | +1.9% |
| 3M | -6.1% | +21.2% | -27.3% | -8.7% |
| 6M | +9.4% | +54.7% | -45.3% | +2.5% |
| YTD | +15.2% | +56.8% | -41.6% | +7.4% |
| 1Y | +32.8% | +70.2% | -37.4% | +22.3% |
| 3Y | +91.3% | +227.2% | -135.9% | +58.1% |
| 5Y | +22.7% | +254.9% | -232.2% | -1.0% |
| 10Y | +97.0% | +476.9% | -379.9% | +39.4% |
| All | +492.1% | +334.5% | +157.6% | +180.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling