+96.6%
USB vs BLDR
-44.9%
+141.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.3% | -7.4% | -0.3% |
| 7D | +2.4% | +24.4% | -22.0% | -3.1% |
| 30D | +6.6% | +24.9% | -18.4% | +0.6% |
| 3M | -4.1% | -7.8% | +3.7% | -2.9% |
| 6M | +12.5% | -5.8% | +18.2% | +11.9% |
| YTD | +17.6% | -32.5% | +50.1% | +26.5% |
| 1Y | +36.5% | -36.7% | +73.2% | +49.2% |
| All | +96.6% | -44.9% | +141.5% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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