+593.0%
BE vs USB
+60.7%
+532.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.7% |
| 7D | -14.7% | 0.0% | -14.7% | -14.7% |
| 30D | -40.5% | +5.8% | -46.4% | -42.9% |
| 3M | -24.3% | -6.0% | -18.4% | -21.5% |
| 6M | -39.3% | +7.8% | -47.1% | -42.9% |
| YTD | +99.4% | +14.6% | +84.8% | +80.2% |
| 1Y | +26.6% | +31.8% | -5.2% | +4.0% |
| 3Y | +1,616.9% | +91.5% | +1,525.4% | +1,001.1% |
| 5Y | +441.4% | +22.0% | +419.3% | +346.2% |
| All | +593.0% | +60.7% | +532.3% | +266.2% |
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