+92.7%
USB vs BAX
-37.2%
+129.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -1.0% |
| 7D | -1.5% | +9.1% | -10.6% | -4.6% |
| 30D | +4.3% | +5.3% | -1.0% | +2.0% |
| 3M | -6.1% | -6.1% | 0.0% | -4.5% |
| 6M | +9.4% | +53.3% | -43.9% | -7.9% |
| YTD | +15.2% | +34.4% | -19.2% | +0.1% |
| 1Y | +32.8% | +43.2% | -10.4% | +12.4% |
| 3Y | +91.3% | -20.1% | +111.4% | +94.8% |
| 5Y | +22.7% | -63.7% | +86.4% | +77.2% |
| All | +92.7% | -37.2% | +129.9% | +164.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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