+31.8%
USB vs EXPE
+21.4%
+10.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +0.2% |
| 7D | 0.0% | -9.3% | +9.3% | +1.2% |
| 30D | +5.8% | +0.1% | +5.7% | +5.6% |
| 3M | -6.0% | -15.3% | +9.4% | -4.3% |
| 6M | +7.8% | +5.5% | +2.3% | +6.5% |
| YTD | +14.6% | -8.0% | +22.6% | +14.0% |
| 1Y | +31.8% | +18.9% | +12.9% | +25.7% |
| All | +31.8% | +21.4% | +10.4% | +25.7% |
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