+92.7%
USB vs EXPE
+126.0%
-33.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -13.7% | +11.6% | +2.0% |
| 7D | -1.5% | -3.6% | +2.2% | -0.9% |
| 30D | +4.3% | +4.8% | -0.5% | +2.1% |
| 3M | -6.1% | -14.6% | +8.6% | -2.6% |
| 6M | +9.4% | +10.0% | -0.6% | +4.0% |
| YTD | +15.2% | -3.3% | +18.4% | +12.0% |
| 1Y | +32.8% | +28.4% | +4.4% | +17.0% |
| 3Y | +91.3% | +145.1% | -53.8% | +30.7% |
| 5Y | +22.7% | +51.6% | -29.0% | -7.2% |
| All | +92.7% | +126.0% | -33.3% | +3.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling