+98.3%
USB vs BAX
-32.5%
+130.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | +1.4% | -1.1% | +2.6% | +1.7% |
| 30D | -1.3% | -5.5% | +4.1% | 0.0% |
| 3M | +15.2% | +33.5% | -18.3% | +6.6% |
| 6M | +18.8% | +35.9% | -17.0% | +9.0% |
| YTD | +21.0% | +35.4% | -14.3% | +10.3% |
| 1Y | +34.0% | +9.8% | +24.3% | +28.0% |
| All | +98.3% | -32.5% | +130.7% | +99.8% |
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 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