+62.2%
USB vs REPL
+35.1%
+27.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.0% | -8.5% | -0.8% |
| 7D | 0.0% | +22.8% | -22.8% | -0.7% |
| 30D | +5.8% | +63.8% | -57.9% | +3.9% |
| 3M | -6.0% | +68.1% | -74.1% | -7.8% |
| 6M | +7.8% | +528.5% | -520.7% | -2.7% |
| YTD | +14.6% | +122.4% | -107.8% | +5.4% |
| 1Y | +31.8% | +154.4% | -122.6% | +20.3% |
| 3Y | +91.5% | +68.0% | +23.5% | +55.1% |
| 5Y | +22.0% | -35.4% | +57.4% | +5.2% |
| All | +62.2% | +35.1% | +27.0% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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