+265.7%
BAC vs USB
+93.8%
+171.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.5% | -1.9% |
| 7D | -2.7% | -1.5% | -1.2% | -1.5% |
| 30D | -8.0% | +4.3% | -12.3% | -11.2% |
| 3M | -20.9% | -6.1% | -14.9% | -16.9% |
| 6M | -5.4% | +9.4% | -14.8% | -12.5% |
| YTD | -8.1% | +15.2% | -23.2% | -18.6% |
| 1Y | -3.1% | +32.8% | -35.9% | -23.8% |
| 3Y | +88.1% | +91.3% | -3.2% | +6.4% |
| 5Y | +19.7% | +22.7% | -2.9% | -4.2% |
| All | +265.7% | +93.8% | +171.9% | +70.3% |
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