+470.4%
USB vs BLK
+14,201.7%
-13,731.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.9% |
| 7D | 0.0% | +2.7% | -2.7% | -1.5% |
| 30D | +5.8% | +10.2% | -4.4% | +0.5% |
| 3M | -6.0% | +4.9% | -10.9% | -8.6% |
| 6M | +7.8% | +11.0% | -3.2% | +1.3% |
| YTD | +14.6% | +11.9% | +2.6% | +6.6% |
| 1Y | +31.8% | +12.6% | +19.2% | +22.1% |
| 3Y | +91.5% | +92.9% | -1.4% | +34.4% |
| 5Y | +22.0% | +39.3% | -17.3% | -0.1% |
| 10Y | +96.1% | +335.9% | -239.9% | -9.6% |
| All | +470.4% | +14,201.7% | -13,731.3% | 0.0% |
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