+108.7%
USB vs RF
+343.3%
-234.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +1.4% | +1.3% | +0.1% | +0.5% |
| 30D | -1.3% | -3.6% | +2.3% | +1.3% |
| 3M | +15.2% | +8.1% | +7.2% | +9.1% |
| 6M | +18.8% | +11.5% | +7.4% | +10.0% |
| YTD | +21.0% | +15.6% | +5.4% | +9.1% |
| 1Y | +34.0% | +15.7% | +18.3% | +20.5% |
| 3Y | +95.3% | +86.9% | +8.4% | +24.9% |
| 5Y | +40.4% | +89.8% | -49.4% | -12.2% |
| All | +108.7% | +343.3% | -234.6% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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