+848.6%
BX vs USB
+226.4%
+622.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.1% | -2.5% | -3.3% |
| 7D | +0.3% | -1.5% | +1.8% | +1.3% |
| 30D | +6.7% | +4.3% | +2.4% | +4.2% |
| 3M | -11.1% | -6.1% | -5.0% | -7.5% |
| 6M | -0.4% | +9.4% | -9.8% | -5.7% |
| YTD | -19.1% | +15.2% | -34.2% | -25.8% |
| 1Y | -13.6% | +32.8% | -46.3% | -27.4% |
| 3Y | +30.7% | +91.3% | -60.6% | -11.8% |
| 5Y | +0.3% | +22.7% | -22.4% | -13.7% |
| 10Y | +687.5% | +97.0% | +590.4% | +377.4% |
| All | +848.6% | +226.4% | +622.2% | +355.7% |
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