+710.4%
B vs USB
+8,296.0%
-7,585.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.9% | +6.4% | +8.3% |
| 7D | +1.1% | +2.4% | -1.3% | +1.0% |
| 30D | +0.3% | +6.6% | -6.2% | +0.1% |
| 3M | +5.4% | -4.1% | +9.5% | +5.6% |
| 6M | +5.5% | +12.5% | -7.0% | +5.1% |
| YTD | -6.3% | +17.6% | -24.0% | -6.8% |
| 1Y | +29.4% | +36.5% | -7.1% | +28.1% |
| 3Y | +160.3% | +95.4% | +64.9% | +155.0% |
| 5Y | +144.6% | +26.1% | +118.5% | +141.3% |
| 10Y | +169.3% | +101.3% | +68.1% | +161.1% |
| All | +710.4% | +8,296.0% | -7,585.6% | +770.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling