+32.8%
USB vs M
+28.8%
+4.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.9% | +3.8% | -0.6% |
| 7D | -1.5% | -2.1% | +0.7% | -1.0% |
| 30D | +4.3% | +7.7% | -3.4% | +2.3% |
| 3M | -6.1% | -4.4% | -1.7% | -5.2% |
| 6M | +9.4% | +27.5% | -18.1% | +0.9% |
| YTD | +15.2% | +12.8% | +2.4% | +10.2% |
| 1Y | +32.8% | +20.7% | +12.0% | +23.4% |
| All | +32.8% | +28.8% | +4.0% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling