+89.2%
USB vs BG
+95.6%
-6.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +1.8% |
| 7D | +0.8% | +7.4% | -6.6% | -1.7% |
| 30D | +6.8% | -1.5% | +8.3% | +7.1% |
| 3M | -3.8% | -6.1% | +2.3% | -2.3% |
| 6M | +11.7% | -18.0% | +29.8% | +18.4% |
| YTD | +17.5% | +15.6% | +1.8% | +8.1% |
| 1Y | +33.8% | +9.6% | +24.2% | +25.6% |
| 3Y | +104.2% | +6.3% | +97.9% | +88.8% |
| 5Y | +26.4% | +24.6% | +1.8% | +5.8% |
| 10Y | +89.2% | +98.1% | -8.9% | +10.8% |
| All | +89.2% | +95.6% | -6.4% | +10.8% |
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