-12.7%
BA vs USB
+33.6%
-46.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -1.7% |
| 7D | -0.1% | -1.5% | +1.4% | +0.5% |
| 30D | -9.1% | +4.3% | -13.4% | -10.6% |
| 3M | -28.2% | -6.1% | -22.1% | -26.6% |
| 6M | -23.1% | +9.4% | -32.5% | -24.9% |
| YTD | -20.6% | +15.2% | -35.7% | -22.9% |
| 1Y | -12.7% | +32.8% | -45.5% | -17.0% |
| All | -12.7% | +33.6% | -46.4% | -17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling