+464.8%
USB vs BB
+258.8%
+206.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.4% | -5.6% | +7.1% | +2.0% |
| 30D | -1.3% | -11.8% | +10.5% | -0.2% |
| 3M | +15.2% | -25.5% | +40.8% | +17.8% |
| 6M | +18.8% | +121.3% | -102.4% | +7.8% |
| YTD | +21.0% | +103.2% | -82.2% | +10.7% |
| 1Y | +34.0% | +102.6% | -68.6% | +22.2% |
| 3Y | +95.3% | +37.5% | +57.8% | +79.7% |
| 5Y | +40.4% | -30.4% | +70.8% | +34.9% |
| 10Y | +107.3% | 0.0% | +107.3% | +72.9% |
| All | +464.8% | +258.8% | +206.0% | +358.5% |
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