+22.7%
USB vs INDA
+7.4%
+15.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -1.5% | +5.5% | -7.0% | -5.1% |
| 30D | +4.3% | +7.0% | -2.7% | -0.6% |
| 3M | -6.1% | -0.6% | -5.5% | -5.8% |
| 6M | +9.4% | +1.7% | +7.7% | +7.8% |
| YTD | +15.2% | -7.5% | +22.6% | +21.4% |
| 1Y | +32.8% | -7.9% | +40.6% | +40.2% |
| 3Y | +91.3% | +14.1% | +77.2% | +65.4% |
| 5Y | +22.7% | +7.4% | +15.2% | +8.4% |
| All | +22.7% | +7.4% | +15.3% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling