+33.8%
BX vs USB
+89.5%
-55.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.1% |
| 7D | +1.8% | 0.0% | +1.8% | +1.9% |
| 30D | +7.9% | +5.8% | +2.0% | +3.2% |
| 3M | -9.6% | -6.0% | -3.6% | -4.9% |
| 6M | -2.3% | +7.8% | -10.0% | -8.3% |
| YTD | -19.3% | +14.6% | -33.9% | -28.2% |
| 1Y | -13.2% | +31.8% | -45.0% | -31.4% |
| 3Y | +33.8% | +91.5% | -57.7% | -21.6% |
| All | +33.8% | +89.5% | -55.7% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling