+157.6%
B vs USB
+40.0%
+117.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -2.2% |
| 7D | -1.6% | +1.4% | -3.0% | -1.7% |
| 30D | +9.4% | -1.3% | +10.7% | +9.5% |
| 3M | +5.0% | +15.2% | -10.3% | +3.3% |
| 6M | -3.5% | +18.8% | -22.4% | -5.5% |
| YTD | +4.5% | +21.0% | -16.6% | +2.1% |
| 1Y | +67.8% | +34.0% | +33.8% | +62.4% |
| 3Y | +196.7% | +95.3% | +101.4% | +177.3% |
| All | +157.6% | +40.0% | +117.6% | +132.5% |
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 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