+101.3%
USB vs M
+7.5%
+93.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.6% | -5.7% | 0.0% |
| 7D | +2.4% | +8.3% | -5.9% | +0.4% |
| 30D | +6.6% | +14.2% | -7.6% | +3.0% |
| 3M | -4.1% | -1.1% | -3.0% | -4.2% |
| 6M | +12.5% | +36.6% | -24.1% | +3.1% |
| YTD | +17.6% | +19.8% | -2.2% | +11.0% |
| 1Y | +36.5% | +37.2% | -0.7% | +24.3% |
| 3Y | +95.4% | +124.5% | -29.1% | +49.0% |
| 5Y | +26.1% | +1.5% | +24.7% | +10.2% |
| 10Y | +101.3% | +7.8% | +93.4% | +23.4% |
| All | +101.3% | +7.5% | +93.8% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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