-8.3%
BA vs USB
+94.5%
-102.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +1.3% |
| 7D | +5.9% | +2.4% | +3.5% | +4.9% |
| 30D | -8.2% | +6.6% | -14.7% | -10.6% |
| 3M | -25.4% | -4.1% | -21.3% | -24.1% |
| 6M | -20.0% | +12.5% | -32.5% | -23.9% |
| YTD | -18.5% | +17.6% | -36.1% | -24.2% |
| 1Y | -10.6% | +36.5% | -47.1% | -22.1% |
| All | -8.3% | +94.5% | -102.8% | -28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling