+89.2%
USB vs BLK
+340.1%
-250.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.5% | +0.5% |
| 7D | +0.8% | +4.1% | -3.3% | -2.0% |
| 30D | +6.8% | +12.2% | -5.4% | -1.3% |
| 3M | -3.8% | +7.4% | -11.2% | -8.7% |
| 6M | +11.7% | +13.2% | -1.4% | +1.8% |
| YTD | +17.5% | +15.4% | +2.1% | +4.6% |
| 1Y | +33.8% | +14.6% | +19.1% | +19.5% |
| 3Y | +104.2% | +99.2% | +5.0% | +24.3% |
| 5Y | +26.4% | +41.9% | -15.4% | -5.1% |
| 10Y | +89.2% | +326.3% | -237.1% | -34.5% |
| All | +89.2% | +340.1% | -250.9% | -34.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling