+79.5%
USB vs ROIV
+232.7%
-153.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | +1.4% | +0.6% | +0.8% | +1.4% |
| 30D | -1.3% | +1.0% | -2.3% | -1.4% |
| 3M | +15.2% | +18.3% | -3.0% | +13.8% |
| 6M | +18.8% | +18.3% | +0.5% | +17.2% |
| YTD | +21.0% | +61.0% | -40.0% | +16.8% |
| 1Y | +34.0% | +177.9% | -143.9% | +24.9% |
| 3Y | +95.3% | +199.1% | -103.7% | +79.9% |
| 5Y | +40.4% | +250.7% | -210.3% | +22.8% |
| All | +79.5% | +232.7% | -153.2% | +55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling