+91.7%
USB vs BBY
+270.1%
-178.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | 0.0% | +4.2% | -4.2% | -1.4% |
| 30D | +5.8% | +17.8% | -11.9% | 0.0% |
| 3M | -6.0% | +25.8% | -31.8% | -13.4% |
| 6M | +7.8% | +73.8% | -66.1% | -12.0% |
| YTD | +14.6% | +54.7% | -40.2% | -3.2% |
| 1Y | +31.8% | +33.4% | -1.6% | +17.0% |
| 3Y | +91.5% | +72.2% | +19.3% | +49.9% |
| 5Y | +22.0% | -2.5% | +24.5% | +12.3% |
| All | +91.7% | +270.1% | -178.4% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling