+41.2%
USB vs RACE
+93.6%
-52.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.7% | +0.3% |
| 7D | +1.4% | -2.5% | +4.0% | +2.1% |
| 30D | -1.3% | +0.8% | -2.1% | -1.6% |
| 3M | +15.2% | +17.2% | -1.9% | +9.8% |
| 6M | +18.8% | +13.6% | +5.2% | +13.9% |
| YTD | +21.0% | +12.2% | +8.8% | +15.9% |
| 1Y | +34.0% | -16.3% | +50.3% | +39.7% |
| 3Y | +95.3% | +36.4% | +58.9% | +64.8% |
| All | +41.2% | +93.6% | -52.4% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 5y: compounded portfolio wealth divided by compounded RACE 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…
5y analysis · Full analysis span regression · 6 months rolling