+967.7%
BX vs USB
+243.0%
+724.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -1.0% |
| 7D | -4.4% | +1.4% | -5.8% | -5.3% |
| 30D | +0.1% | -1.3% | +1.4% | +0.8% |
| 3M | +16.0% | +15.2% | +0.8% | +6.1% |
| 6M | +21.6% | +18.8% | +2.8% | +9.2% |
| YTD | -8.9% | +21.0% | -29.9% | -19.1% |
| 1Y | -16.6% | +34.0% | -50.6% | -30.5% |
| 3Y | +43.3% | +95.3% | -52.0% | -5.5% |
| 5Y | +25.7% | +40.4% | -14.7% | -0.5% |
| 10Y | +689.5% | +107.3% | +582.2% | +362.8% |
| All | +967.7% | +243.0% | +724.8% | +396.4% |
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