+26.4%
USB vs BG
+25.1%
+1.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +2.0% |
| 7D | +0.8% | +7.4% | -6.6% | -0.9% |
| 30D | +6.8% | -1.5% | +8.3% | +7.0% |
| 3M | -3.8% | -6.1% | +2.3% | -2.7% |
| 6M | +11.7% | -18.0% | +29.8% | +16.3% |
| YTD | +17.5% | +15.6% | +1.8% | +10.0% |
| 1Y | +33.8% | +9.6% | +24.2% | +27.2% |
| 3Y | +104.2% | +6.3% | +97.9% | +93.0% |
| 5Y | +26.4% | +24.6% | +1.8% | +6.6% |
| All | +26.4% | +25.1% | +1.3% | +6.6% |
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