+301.8%
USB vs EXPE
+908.4%
-606.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.5% | -8.6% | -1.3% |
| 7D | +2.4% | +14.6% | -12.2% | -2.0% |
| 30D | +6.6% | +21.4% | -14.8% | +0.1% |
| 3M | -4.1% | +1.4% | -5.5% | -5.3% |
| 6M | +12.5% | +28.6% | -16.1% | +2.3% |
| YTD | +17.6% | +12.1% | +5.5% | +9.7% |
| 1Y | +36.5% | +50.0% | -13.5% | +15.4% |
| 3Y | +95.4% | +184.1% | -88.7% | +29.8% |
| 5Y | +26.1% | +103.3% | -77.1% | -12.3% |
| 10Y | +101.3% | +165.3% | -64.0% | +16.6% |
| All | +301.8% | +908.4% | -606.6% | -8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling