+96.6%
USB vs EXPD
+80.8%
+15.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +3.0% |
| 7D | +2.4% | +0.3% | +2.1% | +2.2% |
| 30D | +6.6% | +1.8% | +4.7% | +5.8% |
| 3M | -4.1% | +8.9% | -13.0% | -7.1% |
| 6M | +12.5% | +42.2% | -29.8% | -1.4% |
| YTD | +17.6% | +33.4% | -15.7% | +4.7% |
| 1Y | +36.5% | +47.2% | -10.7% | +16.4% |
| All | +96.6% | +80.8% | +15.8% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling