-8.5%
BX vs USB
+36.4%
-44.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.9% | +4.3% | +4.7% |
| 7D | +8.3% | +2.4% | +5.9% | +6.4% |
| 30D | +13.5% | +6.6% | +7.0% | +8.3% |
| 3M | -7.6% | -4.1% | -3.5% | -4.9% |
| 6M | +4.0% | +12.5% | -8.4% | -5.9% |
| YTD | -15.2% | +17.6% | -32.8% | -25.5% |
| 1Y | -8.5% | +36.5% | -45.0% | -28.6% |
| All | -8.5% | +36.4% | -44.9% | -28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling