+92.5%
USB vs BAX
-20.4%
+112.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -1.3% |
| 7D | -1.5% | +9.1% | -10.6% | -3.6% |
| 30D | +4.3% | +5.3% | -1.0% | +2.7% |
| 3M | -6.1% | -6.1% | 0.0% | -4.9% |
| 6M | +9.4% | +53.3% | -43.9% | -2.7% |
| YTD | +15.2% | +34.4% | -19.2% | +4.6% |
| 1Y | +32.8% | +43.2% | -10.4% | +18.4% |
| All | +92.5% | -20.4% | +112.9% | +88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling