+105.9%
USB vs BLK
+276.5%
-170.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.1% |
| 7D | +2.1% | -2.4% | +4.5% | +3.7% |
| 30D | -2.3% | -3.1% | +0.8% | -0.3% |
| 3M | +13.9% | +10.7% | +3.2% | +5.7% |
| 6M | +21.6% | +15.9% | +5.7% | +8.9% |
| YTD | +19.3% | +4.0% | +15.3% | +14.1% |
| 1Y | +33.6% | +1.3% | +32.3% | +29.7% |
| 3Y | +97.7% | +69.6% | +28.2% | +34.8% |
| 5Y | +40.4% | +33.8% | +6.7% | +9.6% |
| 10Y | +105.9% | +276.2% | -170.2% | -21.6% |
| All | +105.9% | +276.5% | -170.6% | -21.6% |
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