+41.2%
USB vs RUN
-80.5%
+121.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.2% |
| 7D | +1.4% | +1.3% | +0.2% | +1.3% |
| 30D | -1.3% | -15.3% | +13.9% | -0.1% |
| 3M | +15.2% | -40.0% | +55.3% | +19.7% |
| 6M | +18.8% | -27.0% | +45.8% | +20.8% |
| YTD | +21.0% | -51.7% | +72.7% | +26.3% |
| 1Y | +34.0% | -45.9% | +79.9% | +37.5% |
| 3Y | +95.3% | -43.8% | +139.1% | +78.6% |
| All | +41.2% | -80.5% | +121.6% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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