+41.2%
USB vs BBY
-0.2%
+41.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.9% |
| 6M | +18.8% | +37.8% | -19.0% | +6.0% |
| YTD | +21.0% | +38.7% | -17.7% | +7.4% |
| 1Y | +34.0% | +23.7% | +10.3% | +23.0% |
| 3Y | +95.3% | +39.1% | +56.2% | +66.2% |
| All | +41.2% | -0.2% | +41.4% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling