+108.7%
USB vs EXPE
+179.6%
-70.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.3% |
| 7D | +1.4% | -9.5% | +11.0% | +4.5% |
| 30D | -1.3% | -6.6% | +5.3% | +0.5% |
| 3M | +15.2% | +31.4% | -16.1% | +5.1% |
| 6M | +18.8% | +35.2% | -16.4% | +6.3% |
| YTD | +21.0% | +5.8% | +15.2% | +15.6% |
| 1Y | +34.0% | +38.7% | -4.7% | +16.3% |
| 3Y | +95.3% | +175.8% | -80.5% | +29.5% |
| 5Y | +40.4% | +111.8% | -71.5% | -5.2% |
| All | +108.7% | +179.6% | -70.9% | +8.5% |
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