+92.5%
USB vs FIVE
+35.4%
+57.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.2% | -1.6% |
| 7D | -1.5% | -1.7% | +0.3% | -1.3% |
| 30D | +4.3% | +14.9% | -10.6% | +2.5% |
| 3M | -6.1% | +7.6% | -13.7% | -7.1% |
| 6M | +9.4% | +6.4% | +3.0% | +8.0% |
| YTD | +15.2% | +28.1% | -12.9% | +10.6% |
| 1Y | +32.8% | +54.7% | -22.0% | +24.2% |
| All | +92.5% | +35.4% | +57.1% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling