+34.0%
USB vs EXPE
+40.7%
-6.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | 0.0% |
| 7D | +1.4% | -9.5% | +11.0% | +2.7% |
| 30D | -1.3% | -6.6% | +5.3% | -0.5% |
| 3M | +15.2% | +31.4% | -16.1% | +10.8% |
| 6M | +18.8% | +35.2% | -16.4% | +13.1% |
| YTD | +21.0% | +5.8% | +15.2% | +18.7% |
| 1Y | +34.0% | +38.7% | -4.7% | +24.3% |
| All | +34.0% | +40.7% | -6.6% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling