+185.1%
B vs USB
+93.8%
+91.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.6% |
| 7D | +4.3% | -1.5% | +5.8% | +4.4% |
| 30D | -0.9% | +4.3% | -5.2% | -1.1% |
| 3M | -1.4% | -6.1% | +4.7% | -1.2% |
| 6M | +5.0% | +9.4% | -4.4% | +4.7% |
| YTD | -5.8% | +15.2% | -21.0% | -6.3% |
| 1Y | +25.6% | +32.8% | -7.2% | +24.6% |
| 3Y | +161.6% | +91.3% | +70.3% | +158.7% |
| 5Y | +135.2% | +22.7% | +112.6% | +129.7% |
| All | +185.1% | +93.8% | +91.3% | +246.5% |
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