+449.6%
V vs USB
+93.8%
+355.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.4% |
| 7D | +2.9% | -1.5% | +4.4% | +3.6% |
| 30D | +14.0% | +4.3% | +9.7% | +12.1% |
| 3M | +14.9% | -6.1% | +21.0% | +17.7% |
| 6M | +31.7% | +9.4% | +22.3% | +26.6% |
| YTD | +21.2% | +15.2% | +6.0% | +13.8% |
| 1Y | +25.3% | +32.8% | -7.5% | +10.8% |
| 3Y | +77.5% | +91.3% | -13.8% | +31.5% |
| 5Y | +102.6% | +22.7% | +79.9% | +78.4% |
| All | +449.6% | +93.8% | +355.8% | +309.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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