+502.4%
USB vs BLK
+13,445.8%
-12,943.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.1% |
| 7D | +1.4% | -3.6% | +5.1% | +3.4% |
| 30D | -1.3% | -1.0% | -0.3% | -0.9% |
| 3M | +15.2% | +10.4% | +4.9% | +8.9% |
| 6M | +18.8% | +8.2% | +10.7% | +13.1% |
| YTD | +21.0% | +6.0% | +15.0% | +16.0% |
| 1Y | +34.0% | +3.3% | +30.7% | +30.0% |
| 3Y | +95.3% | +70.3% | +25.1% | +46.8% |
| 5Y | +40.4% | +34.5% | +5.9% | +17.1% |
| 10Y | +107.3% | +281.9% | -174.6% | +2.1% |
| All | +502.4% | +13,445.8% | -12,943.4% | +8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling