+98.3%
USB vs FIVE
+50.0%
+48.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.1% | -5.4% | -0.9% |
| 7D | +1.4% | +4.3% | -2.8% | +0.9% |
| 30D | -1.3% | +12.5% | -13.8% | -3.0% |
| 3M | +15.2% | +31.2% | -16.0% | +10.9% |
| 6M | +18.8% | +14.4% | +4.5% | +15.9% |
| YTD | +21.0% | +33.9% | -12.9% | +15.3% |
| 1Y | +34.0% | +65.1% | -31.0% | +23.6% |
| All | +98.3% | +50.0% | +48.2% | +68.2% |
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