+237.7%
BAC vs USB
+87.1%
+150.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +2.1% | +1.4% | +0.6% | +0.9% |
| 30D | -6.7% | +6.4% | -13.1% | -11.4% |
| 3M | -20.2% | -4.5% | -15.8% | -17.3% |
| 6M | -0.2% | +11.4% | -11.6% | -9.1% |
| YTD | -6.4% | +17.1% | -23.5% | -18.2% |
| 1Y | -3.1% | +32.6% | -35.7% | -23.7% |
| 3Y | +96.7% | +101.8% | -5.1% | +6.6% |
| 5Y | +21.3% | +25.1% | -3.8% | -4.5% |
| 10Y | +237.7% | +84.9% | +152.9% | +70.4% |
| All | +237.7% | +87.1% | +150.7% | +70.4% |
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