+92.5%
USB vs BG
+1.4%
+91.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.3% |
| 7D | -1.5% | +2.6% | -4.1% | -1.8% |
| 30D | +4.3% | -8.2% | +12.5% | +5.3% |
| 3M | -6.1% | -7.0% | +0.9% | -5.4% |
| 6M | +9.4% | -23.5% | +32.9% | +13.0% |
| YTD | +15.2% | +12.6% | +2.5% | +10.1% |
| 1Y | +32.8% | +5.8% | +27.0% | +28.4% |
| All | +92.5% | +1.4% | +91.1% | +98.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling