+32.4%
USB vs BBY
+41.6%
-9.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.3% |
| 7D | -0.5% | +3.7% | -4.3% | -1.3% |
| 30D | +5.7% | +20.9% | -15.2% | +1.9% |
| 3M | -4.7% | +27.6% | -32.3% | -9.1% |
| 6M | +13.4% | +86.9% | -73.5% | -0.2% |
| YTD | +17.0% | +63.3% | -46.3% | +7.0% |
| 1Y | +32.4% | +42.6% | -10.2% | +27.3% |
| All | +32.4% | +41.6% | -9.2% | +27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling