+36.5%
USB vs BLK
+17.9%
+18.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.4% | -3.5% | -0.3% |
| 7D | +2.4% | +5.7% | -3.3% | +0.1% |
| 30D | +6.6% | +14.8% | -8.2% | +0.7% |
| 3M | -4.1% | +8.8% | -12.9% | -7.5% |
| 6M | +12.5% | +17.6% | -5.1% | +4.6% |
| YTD | +17.6% | +16.3% | +1.4% | +8.3% |
| 1Y | +36.5% | +18.0% | +18.5% | +24.3% |
| All | +36.5% | +17.9% | +18.6% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 1y: compounded portfolio wealth divided by compounded BLK 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…
1y analysis · Full analysis span regression · 6 months rolling