+79.8%
USB vs BG
+107.5%
-27.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +1.2% | +1.5% | -0.3% | +0.7% |
| 30D | +6.3% | -7.0% | +13.3% | +8.9% |
| 3M | -6.1% | -10.0% | +3.8% | -3.1% |
| 6M | +13.0% | -19.8% | +32.8% | +20.7% |
| YTD | +16.6% | +14.3% | +2.3% | +7.7% |
| 1Y | +31.1% | +6.5% | +24.6% | +24.4% |
| 3Y | +100.9% | +4.4% | +96.5% | +86.9% |
| 5Y | +24.5% | +20.2% | +4.3% | +5.7% |
| All | +79.8% | +107.5% | -27.8% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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