+701.6%
BE vs USB
+64.9%
+636.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.9% | -8.3% | -7.6% |
| 7D | -12.1% | +2.4% | -14.5% | -13.6% |
| 30D | -30.1% | +6.6% | -36.7% | -33.3% |
| 3M | -12.1% | -4.1% | -8.1% | -10.3% |
| 6M | -30.6% | +12.5% | -43.0% | -36.6% |
| YTD | +130.6% | +17.6% | +113.0% | +104.4% |
| 1Y | +55.3% | +36.5% | +18.8% | +24.4% |
| 3Y | +1,755.6% | +95.4% | +1,660.2% | +1,071.8% |
| 5Y | +564.5% | +26.1% | +538.3% | +434.9% |
| All | +701.6% | +64.9% | +636.7% | +315.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling