+102.4%
USB vs Z
+22.6%
+79.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.4% | -7.5% | +0.5% |
| 7D | +2.4% | +10.2% | -7.8% | +0.8% |
| 30D | +6.6% | +23.7% | -17.1% | +2.9% |
| 3M | -4.1% | -6.6% | +2.5% | -3.7% |
| 6M | +12.5% | -23.0% | +35.5% | +16.0% |
| YTD | +17.6% | -50.3% | +67.9% | +28.8% |
| 1Y | +36.5% | -53.6% | +90.1% | +50.8% |
| 3Y | +95.4% | -10.1% | +105.5% | +91.5% |
| 5Y | +26.1% | -49.8% | +75.9% | +29.2% |
| 10Y | +101.3% | -1.6% | +102.9% | +62.0% |
| All | +102.4% | +22.6% | +79.8% | +55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling