+92.7%
USB vs FIVE
+566.1%
-473.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.2% | -1.2% |
| 7D | -1.5% | -1.7% | +0.3% | -1.1% |
| 30D | +4.3% | +14.9% | -10.6% | +1.1% |
| 3M | -6.1% | +7.6% | -13.7% | -8.0% |
| 6M | +9.4% | +6.4% | +3.0% | +6.7% |
| YTD | +15.2% | +28.1% | -12.9% | +7.2% |
| 1Y | +32.8% | +54.7% | -22.0% | +18.3% |
| 3Y | +91.3% | +36.1% | +55.2% | +66.0% |
| 5Y | +22.7% | +14.9% | +7.8% | +7.5% |
| All | +92.7% | +566.1% | -473.4% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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