+1,821.9%
BA vs USB
+8,537.0%
-6,715.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +1.2% | +1.4% | -0.3% | +0.6% |
| 30D | -11.6% | -1.3% | -10.3% | -11.2% |
| 3M | -2.4% | +15.2% | -17.6% | -7.6% |
| 6M | -6.6% | +18.8% | -25.5% | -12.6% |
| YTD | -2.2% | +21.0% | -23.3% | -9.4% |
| 1Y | -8.0% | +34.0% | -42.0% | -18.1% |
| 3Y | -5.0% | +95.3% | -100.3% | -28.0% |
| 5Y | -2.7% | +40.4% | -43.1% | -17.8% |
| 10Y | +75.9% | +107.3% | -31.4% | +33.1% |
| All | +1,821.9% | +8,537.0% | -6,715.1% | +524.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling