+396.6%
BAC vs USB
+107.5%
+289.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | +1.1% | +1.4% | -0.3% | -0.1% |
| 30D | -0.4% | -1.3% | +0.9% | +0.6% |
| 3M | +16.9% | +15.2% | +1.7% | +3.8% |
| 6M | +26.6% | +18.8% | +7.8% | +9.5% |
| YTD | +15.8% | +21.0% | -5.2% | -1.4% |
| 1Y | +27.2% | +34.0% | -6.8% | -0.9% |
| 3Y | +132.4% | +95.3% | +37.1% | +28.3% |
| 5Y | +72.6% | +40.4% | +32.2% | +21.9% |
| All | +396.6% | +107.5% | +289.1% | +124.8% |
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 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