+41.2%
USB vs Z
-64.8%
+106.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.9% | +0.1% |
| 7D | +1.4% | -3.0% | +4.4% | +1.9% |
| 30D | -1.3% | -4.2% | +2.9% | -0.8% |
| 3M | +15.2% | -3.7% | +18.9% | +15.3% |
| 6M | +18.8% | -24.5% | +43.3% | +23.6% |
| YTD | +21.0% | -49.3% | +70.3% | +34.1% |
| 1Y | +34.0% | -58.7% | +92.7% | +53.2% |
| 3Y | +95.3% | -34.1% | +129.5% | +101.0% |
| All | +41.2% | -64.8% | +106.0% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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