+72.2%
V vs USB
+40.0%
+32.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -1.7% | +1.4% | -3.2% | -2.2% |
| 30D | +2.0% | -1.3% | +3.3% | +2.4% |
| 3M | +17.4% | +15.2% | +2.1% | +11.9% |
| 6M | +17.5% | +18.8% | -1.3% | +10.7% |
| YTD | +7.6% | +21.0% | -13.4% | +0.7% |
| 1Y | +7.7% | +34.0% | -26.3% | -2.7% |
| 3Y | +54.7% | +95.3% | -40.7% | +21.5% |
| All | +72.2% | +40.0% | +32.1% | +56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling