+188.2%
B vs USB
+107.5%
+80.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -2.2% |
| 7D | -1.6% | +1.4% | -3.0% | -1.6% |
| 30D | +9.4% | -1.3% | +10.7% | +9.5% |
| 3M | +5.0% | +15.2% | -10.3% | +4.5% |
| 6M | -3.5% | +18.8% | -22.4% | -4.1% |
| YTD | +4.5% | +21.0% | -16.6% | +3.7% |
| 1Y | +67.8% | +34.0% | +33.8% | +66.2% |
| 3Y | +196.7% | +95.3% | +101.4% | +192.5% |
| 5Y | +151.9% | +40.4% | +111.6% | +146.4% |
| All | +188.2% | +107.5% | +80.7% | +179.6% |
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 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