+84.9%
USB vs GEN
+151.0%
-66.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | +1.4% | +1.0% | +0.4% | +1.2% |
| 30D | +6.4% | +29.1% | -22.6% | +0.1% |
| 3M | -4.5% | +2.9% | -7.4% | -5.8% |
| 6M | +11.4% | +33.6% | -22.2% | +2.8% |
| YTD | +17.1% | +12.0% | +5.1% | +12.0% |
| 1Y | +32.6% | +16.2% | +16.4% | +25.7% |
| 3Y | +101.8% | +65.1% | +36.8% | +76.2% |
| 5Y | +25.1% | +33.3% | -8.2% | +11.7% |
| 10Y | +84.9% | +149.7% | -64.8% | +46.6% |
| All | +84.9% | +151.0% | -66.1% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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