+92.5%
USB vs EXPE
+142.8%
-50.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -13.7% | +11.6% | +0.8% |
| 7D | -1.5% | -3.6% | +2.2% | -1.0% |
| 30D | +4.3% | +4.8% | -0.5% | +2.7% |
| 3M | -6.1% | -14.6% | +8.6% | -3.6% |
| 6M | +9.4% | +10.0% | -0.6% | +5.6% |
| YTD | +15.2% | -3.3% | +18.4% | +13.3% |
| 1Y | +32.8% | +28.4% | +4.4% | +20.4% |
| All | +92.5% | +142.8% | -50.3% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling