+108.7%
USB vs EXPD
+315.7%
-206.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.7% |
| 7D | +1.4% | -1.1% | +2.6% | +2.0% |
| 30D | -1.3% | +4.1% | -5.4% | -3.2% |
| 3M | +15.2% | +17.9% | -2.7% | +6.3% |
| 6M | +18.8% | +29.2% | -10.4% | +4.3% |
| YTD | +21.0% | +27.4% | -6.3% | +6.0% |
| 1Y | +34.0% | +56.8% | -22.8% | +4.9% |
| 3Y | +95.3% | +68.0% | +27.3% | +45.4% |
| 5Y | +40.4% | +61.9% | -21.5% | +3.7% |
| All | +108.7% | +315.7% | -206.9% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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