+91.7%
USB vs BAX
-36.8%
+128.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | 0.0% | +12.1% | -12.1% | -4.1% |
| 30D | +5.8% | +7.6% | -1.8% | +2.7% |
| 3M | -6.0% | -4.5% | -1.5% | -5.0% |
| 6M | +7.8% | +52.0% | -44.3% | -9.0% |
| YTD | +14.6% | +35.1% | -20.6% | -0.6% |
| 1Y | +31.8% | +43.7% | -11.9% | +11.4% |
| 3Y | +91.5% | -20.9% | +112.5% | +96.1% |
| 5Y | +22.0% | -63.5% | +85.6% | +75.9% |
| All | +91.7% | -36.8% | +128.6% | +162.8% |
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