+70.8%
USB vs ROIV
+248.8%
-177.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.1% | -1.8% |
| 7D | -1.5% | -2.4% | +0.9% | -1.3% |
| 30D | +4.3% | +3.1% | +1.2% | +4.1% |
| 3M | -6.1% | +5.8% | -11.9% | -6.6% |
| 6M | +9.4% | +29.3% | -19.9% | +7.2% |
| YTD | +15.2% | +68.8% | -53.6% | +10.7% |
| 1Y | +32.8% | +81.0% | -48.3% | +26.9% |
| 3Y | +91.3% | +294.6% | -203.3% | +74.6% |
| 5Y | +22.7% | +373.1% | -350.5% | +7.1% |
| All | +70.8% | +248.8% | -177.9% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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