+31.1%
BA vs USB
+93.8%
-62.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -1.1% |
| 7D | -0.1% | -1.5% | +1.4% | +0.9% |
| 30D | -9.1% | +4.3% | -13.4% | -11.7% |
| 3M | -28.2% | -6.1% | -22.1% | -25.2% |
| 6M | -23.1% | +9.4% | -32.5% | -28.1% |
| YTD | -20.6% | +15.2% | -35.7% | -28.7% |
| 1Y | -12.7% | +32.8% | -45.5% | -29.2% |
| 3Y | -11.6% | +91.3% | -102.9% | -47.4% |
| 5Y | -23.1% | +22.7% | -45.8% | -38.3% |
| All | +31.1% | +93.8% | -62.7% | -29.5% |
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