+680.0%
BX vs USB
+84.9%
+595.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -2.8% | -0.5% | -2.3% | -2.4% |
| 30D | +7.3% | +5.7% | +1.6% | +3.7% |
| 3M | -16.3% | -4.7% | -11.6% | -13.6% |
| 6M | +2.5% | +13.4% | -10.9% | -5.5% |
| YTD | -17.6% | +17.0% | -34.6% | -25.6% |
| 1Y | -12.4% | +32.4% | -44.7% | -27.0% |
| 3Y | +36.2% | +101.7% | -65.5% | -12.7% |
| 5Y | +3.0% | +24.4% | -21.4% | -13.0% |
| 10Y | +680.0% | +83.6% | +596.4% | +329.2% |
| All | +680.0% | +84.9% | +595.1% | +329.2% |
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