-0.9%
BA vs USB
+40.0%
-41.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +1.2% | +1.4% | -0.3% | +0.5% |
| 30D | -11.6% | -1.3% | -10.3% | -11.1% |
| 3M | -2.4% | +15.2% | -17.6% | -8.4% |
| 6M | -6.6% | +18.8% | -25.5% | -13.6% |
| YTD | -2.2% | +21.0% | -23.3% | -10.6% |
| 1Y | -8.0% | +34.0% | -42.0% | -19.8% |
| 3Y | -5.0% | +95.3% | -100.3% | -32.0% |
| All | -0.9% | +40.0% | -41.0% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling