+26.1%
USB vs FIVE
+23.2%
+3.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.7% | -4.8% | +0.8% |
| 7D | +2.4% | +7.5% | -5.1% | +1.2% |
| 30D | +6.6% | +16.7% | -10.1% | +3.8% |
| 3M | -4.1% | +13.4% | -17.5% | -6.4% |
| 6M | +12.5% | +9.0% | +3.4% | +10.0% |
| YTD | +17.6% | +33.8% | -16.2% | +10.5% |
| 1Y | +36.5% | +61.2% | -24.7% | +24.0% |
| 3Y | +95.4% | +42.1% | +53.3% | +75.3% |
| 5Y | +26.1% | +21.4% | +4.7% | +13.9% |
| All | +26.1% | +23.2% | +3.0% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling