+108.7%
USB vs BBY
+234.9%
-126.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.4% | -1.3% |
| 7D | +1.4% | +9.5% | -8.1% | -1.6% |
| 30D | -1.3% | +6.8% | -8.1% | -3.7% |
| 3M | +15.2% | +28.9% | -13.6% | +5.3% |
| 6M | +18.8% | +37.8% | -19.0% | +5.1% |
| YTD | +21.0% | +38.7% | -17.7% | +6.4% |
| 1Y | +34.0% | +23.7% | +10.3% | +22.0% |
| 3Y | +95.3% | +39.1% | +56.2% | +65.1% |
| 5Y | +40.4% | -0.4% | +40.8% | +28.2% |
| All | +108.7% | +234.9% | -126.1% | +37.7% |
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