+23.3%
BAC vs USB
+23.7%
-0.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.1% | +2.7% |
| 7D | +1.5% | +2.4% | -0.9% | -0.1% |
| 30D | -4.4% | +6.6% | -11.0% | -8.4% |
| 3M | -17.5% | -4.1% | -13.4% | -15.3% |
| 6M | -0.1% | +12.5% | -12.5% | -7.8% |
| YTD | -4.6% | +17.6% | -22.3% | -14.6% |
| 1Y | -1.5% | +36.5% | -38.0% | -20.1% |
| 3Y | +95.2% | +95.4% | -0.2% | +24.9% |
| 5Y | +23.3% | +26.1% | -2.8% | +4.7% |
| All | +23.3% | +23.7% | -0.4% | +4.7% |
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