+41.2%
USB vs EXPD
+61.6%
-20.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.6% |
| 7D | +1.4% | -1.1% | +2.6% | +1.9% |
| 30D | -1.3% | +4.1% | -5.4% | -2.8% |
| 3M | +15.2% | +17.9% | -2.7% | +8.0% |
| 6M | +18.8% | +29.2% | -10.4% | +7.0% |
| YTD | +21.0% | +27.4% | -6.3% | +8.8% |
| 1Y | +34.0% | +56.8% | -22.8% | +9.8% |
| 3Y | +95.3% | +68.0% | +27.3% | +53.5% |
| All | +41.2% | +61.6% | -20.4% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling