+522.2%
USB vs EXEL
+273.2%
+249.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | +1.4% | +8.4% | -6.9% | +0.3% |
| 30D | -1.3% | +4.1% | -5.4% | -2.0% |
| 3M | +15.2% | +12.4% | +2.8% | +13.2% |
| 6M | +18.8% | +41.5% | -22.7% | +12.7% |
| YTD | +21.0% | +34.6% | -13.6% | +15.4% |
| 1Y | +34.0% | +57.9% | -23.8% | +24.5% |
| 3Y | +95.3% | +159.5% | -64.2% | +66.6% |
| 5Y | +40.4% | +198.5% | -158.1% | +16.0% |
| 10Y | +107.3% | +411.4% | -304.0% | +48.3% |
| All | +522.2% | +273.2% | +249.0% | +201.4% |
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