+103.8%
USB vs BLK
+97.8%
+6.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.5% |
| 7D | +2.6% | +3.7% | -1.1% | +0.3% |
| 30D | +8.4% | +13.9% | -5.5% | -0.3% |
| 3M | -5.5% | +3.9% | -9.5% | -8.1% |
| 6M | +17.7% | +13.0% | +4.7% | +8.0% |
| YTD | +17.6% | +16.1% | +1.4% | +4.7% |
| 1Y | +33.9% | +16.8% | +17.1% | +18.6% |
| 3Y | +103.8% | +97.7% | +6.2% | +4.5% |
| All | +103.8% | +97.8% | +6.0% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling