+96.6%
USB vs M
+123.6%
-27.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.6% | -5.7% | +0.2% |
| 7D | +2.4% | +8.3% | -5.9% | +0.6% |
| 30D | +6.6% | +14.2% | -7.6% | +3.4% |
| 3M | -4.1% | -1.1% | -3.0% | -4.1% |
| 6M | +12.5% | +36.6% | -24.1% | +4.0% |
| YTD | +17.6% | +19.8% | -2.2% | +11.6% |
| 1Y | +36.5% | +37.2% | -0.7% | +25.5% |
| All | +96.6% | +123.6% | -27.0% | +47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling