+33.0%
USB vs BLK
+14.1%
+19.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.5% | +1.3% |
| 7D | +0.8% | +4.1% | -3.3% | -0.9% |
| 30D | +6.8% | +12.2% | -5.4% | +1.8% |
| 3M | -3.8% | +7.4% | -11.2% | -6.8% |
| 6M | +11.7% | +13.2% | -1.4% | +5.6% |
| YTD | +17.5% | +15.4% | +2.1% | +8.5% |
| All | +33.0% | +14.1% | +19.0% | +23.3% |
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