+37.9%
BA vs USB
+100.3%
-62.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +0.8% |
| 7D | +5.9% | +2.4% | +3.5% | +4.3% |
| 30D | -8.2% | +6.6% | -14.7% | -12.1% |
| 3M | -25.4% | -4.1% | -21.3% | -23.4% |
| 6M | -20.0% | +12.5% | -32.5% | -26.6% |
| YTD | -18.5% | +17.6% | -36.1% | -27.9% |
| 1Y | -10.6% | +36.5% | -47.1% | -28.9% |
| 3Y | -9.3% | +95.4% | -104.6% | -46.8% |
| 5Y | -16.9% | +26.1% | -43.1% | -34.6% |
| 10Y | +37.9% | +101.3% | -63.4% | -28.6% |
| All | +37.9% | +100.3% | -62.4% | -28.6% |
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