+488.3%
USB vs BG
+922.2%
-433.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.6% |
| 7D | -1.5% | +2.6% | -4.1% | -2.3% |
| 30D | +4.3% | -8.2% | +12.5% | +6.8% |
| 3M | -6.1% | -7.0% | +0.9% | -4.5% |
| 6M | +9.4% | -23.5% | +32.9% | +17.3% |
| YTD | +15.2% | +12.6% | +2.5% | +8.9% |
| 1Y | +32.8% | +5.8% | +27.0% | +27.9% |
| 3Y | +91.3% | +1.4% | +89.9% | +82.6% |
| 5Y | +22.7% | +21.3% | +1.4% | +8.8% |
| 10Y | +97.0% | +90.7% | +6.4% | +44.7% |
| All | +488.3% | +922.2% | -433.9% | +173.0% |
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 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