+108.7%
USB vs M
-2.2%
+110.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.8% | -0.9% |
| 7D | +1.4% | +4.7% | -3.3% | +0.3% |
| 30D | -1.3% | -9.6% | +8.3% | +1.1% |
| 3M | +15.2% | +0.9% | +14.4% | +14.5% |
| 6M | +18.8% | +22.3% | -3.4% | +12.2% |
| YTD | +21.0% | +6.5% | +14.5% | +17.9% |
| 1Y | +34.0% | +38.8% | -4.8% | +21.8% |
| 3Y | +95.3% | +115.9% | -20.6% | +50.8% |
| 5Y | +40.4% | +28.6% | +11.7% | +14.6% |
| All | +108.7% | -2.2% | +110.9% | +31.1% |
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