+91.7%
USB vs INDA
+99.5%
-7.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.6% |
| 7D | 0.0% | +6.6% | -6.6% | -4.2% |
| 30D | +5.8% | +10.4% | -4.5% | -0.9% |
| 3M | -6.0% | +1.5% | -7.5% | -7.0% |
| 6M | +7.8% | +1.7% | +6.0% | +6.3% |
| YTD | +14.6% | -5.8% | +20.4% | +18.7% |
| 1Y | +31.8% | -5.1% | +36.9% | +35.6% |
| 3Y | +91.5% | +16.0% | +75.5% | +70.7% |
| 5Y | +22.0% | +9.3% | +12.8% | +13.0% |
| All | +91.7% | +99.5% | -7.8% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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