+98.3%
USB vs BBY
+39.1%
+59.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.4% | -1.2% |
| 7D | +1.4% | +9.5% | -8.1% | -1.4% |
| 30D | -1.3% | +6.8% | -8.1% | -3.5% |
| 3M | +15.2% | +28.9% | -13.6% | +6.0% |
| 6M | +18.8% | +37.8% | -19.0% | +6.1% |
| YTD | +21.0% | +38.7% | -17.7% | +7.5% |
| 1Y | +34.0% | +23.7% | +10.3% | +23.4% |
| All | +98.3% | +39.1% | +59.1% | +63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling