+83.4%
V vs USB
+94.5%
-11.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +1.9% | +3.2% |
| 7D | +9.0% | +2.4% | +6.6% | +8.2% |
| 30D | +18.1% | +6.6% | +11.5% | +15.7% |
| 3M | +18.3% | -4.1% | +22.4% | +19.8% |
| 6M | +34.1% | +12.5% | +21.6% | +28.8% |
| YTD | +25.2% | +17.6% | +7.6% | +18.4% |
| 1Y | +29.3% | +36.5% | -7.2% | +16.5% |
| All | +83.4% | +94.5% | -11.1% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling