+108.7%
USB vs P
+732.0%
-623.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.6% | -0.5% |
| 7D | +1.4% | +6.5% | -5.1% | +0.4% |
| 30D | -1.3% | +18.8% | -20.1% | -4.5% |
| 3M | +15.2% | +26.7% | -11.5% | +9.6% |
| 6M | +18.8% | +62.2% | -43.3% | +7.2% |
| YTD | +21.0% | +48.5% | -27.5% | +10.1% |
| 1Y | +34.0% | +26.4% | +7.6% | +23.3% |
| 3Y | +95.3% | +159.4% | -64.1% | +46.7% |
| 5Y | +40.4% | +275.8% | -235.4% | -5.4% |
| All | +108.7% | +732.0% | -623.3% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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