+31.8%
USB vs BB
+83.6%
-51.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -0.7% |
| 7D | 0.0% | +3.8% | -3.8% | -0.2% |
| 30D | +5.8% | -0.3% | +6.2% | +5.7% |
| 3M | -6.0% | -0.5% | -5.5% | -6.2% |
| 6M | +7.8% | +45.9% | -38.1% | +3.1% |
| YTD | +14.6% | +130.6% | -116.0% | +2.4% |
| 1Y | +31.8% | +89.2% | -57.4% | +20.3% |
| All | +31.8% | +83.6% | -51.8% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling