+197.8%
USB vs FIVE
+868.1%
-670.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.1% | -5.4% | -1.2% |
| 7D | +1.4% | +4.3% | -2.8% | +0.6% |
| 30D | -1.3% | +12.5% | -13.8% | -3.7% |
| 3M | +15.2% | +31.2% | -16.0% | +8.9% |
| 6M | +18.8% | +14.4% | +4.5% | +14.5% |
| YTD | +21.0% | +33.9% | -12.9% | +12.9% |
| 1Y | +34.0% | +65.1% | -31.0% | +19.5% |
| 3Y | +95.3% | +49.0% | +46.4% | +69.2% |
| 5Y | +40.4% | +30.3% | +10.1% | +21.3% |
| 10Y | +107.3% | +481.1% | -373.8% | +36.1% |
| All | +197.8% | +868.1% | -670.4% | +84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling