+22.0%
USB vs BG
+21.4%
+0.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | 0.0% | +2.5% | -2.5% | -0.6% |
| 30D | +5.8% | -6.1% | +11.9% | +7.2% |
| 3M | -6.0% | -8.5% | +2.5% | -4.4% |
| 6M | +7.8% | -20.4% | +28.2% | +13.0% |
| YTD | +14.6% | +13.3% | +1.3% | +7.8% |
| 1Y | +31.8% | +7.3% | +24.5% | +25.9% |
| 3Y | +91.5% | +2.6% | +89.0% | +82.9% |
| All | +22.0% | +21.4% | +0.7% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling