+0.3%
BX vs USB
+22.2%
-21.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.1% | -2.5% | -3.1% |
| 7D | +0.3% | -1.5% | +1.8% | +1.5% |
| 30D | +6.7% | +4.3% | +2.4% | +3.8% |
| 3M | -11.1% | -6.1% | -5.0% | -7.0% |
| 6M | -0.4% | +9.4% | -9.8% | -6.6% |
| YTD | -19.1% | +15.2% | -34.2% | -26.9% |
| 1Y | -13.6% | +32.8% | -46.3% | -29.5% |
| 3Y | +30.7% | +91.3% | -60.6% | -16.6% |
| 5Y | +0.3% | +22.7% | -22.4% | -14.0% |
| All | +0.3% | +22.2% | -21.9% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling