+518.2%
USB vs BG
+1,131.5%
-613.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | +1.4% | +2.8% | -1.4% | +0.5% |
| 30D | -1.3% | +12.0% | -13.3% | -4.8% |
| 3M | +15.2% | -7.7% | +22.9% | +17.4% |
| 6M | +18.8% | +4.5% | +14.3% | +15.9% |
| YTD | +21.0% | +35.7% | -14.7% | +8.5% |
| 1Y | +34.0% | +50.1% | -16.1% | +15.6% |
| 3Y | +95.3% | +12.6% | +82.7% | +81.4% |
| 5Y | +40.4% | +75.4% | -35.1% | +11.4% |
| 10Y | +107.3% | +150.5% | -43.2% | +40.7% |
| All | +518.2% | +1,131.5% | -613.3% | +172.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling