+84.9%
USB vs BBY
+282.3%
-197.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.7% | +0.4% |
| 7D | +1.4% | +10.9% | -9.5% | -2.1% |
| 30D | +6.4% | +19.6% | -13.2% | 0.0% |
| 3M | -4.5% | +27.6% | -32.1% | -12.5% |
| 6M | +11.4% | +79.4% | -68.1% | -10.0% |
| YTD | +17.1% | +61.7% | -44.6% | -2.6% |
| 1Y | +32.6% | +40.3% | -7.7% | +15.8% |
| 3Y | +101.8% | +87.9% | +14.0% | +53.3% |
| 5Y | +25.1% | +0.2% | +24.9% | +14.1% |
| 10Y | +84.9% | +274.5% | -189.6% | +19.7% |
| All | +84.9% | +282.3% | -197.5% | +19.7% |
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