+449.1%
USB vs BB
+308.2%
+140.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.0% | -5.1% | +1.2% |
| 7D | +2.4% | -6.8% | +9.2% | +3.1% |
| 30D | +6.6% | -3.5% | +10.1% | +6.6% |
| 3M | -4.1% | -1.2% | -2.9% | -4.5% |
| 6M | +12.5% | +57.0% | -44.5% | +5.6% |
| YTD | +17.6% | +131.1% | -113.5% | +5.8% |
| 1Y | +36.5% | +87.6% | -51.1% | +25.2% |
| 3Y | +95.4% | +134.2% | -38.8% | +70.2% |
| 5Y | +26.1% | -19.9% | +46.1% | +19.2% |
| 10Y | +101.3% | +25.7% | +75.6% | +63.5% |
| All | +449.1% | +308.2% | +140.8% | +337.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling