+98.3%
USB vs BN
+77.7%
+20.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | +1.4% | -2.5% | +3.9% | +2.8% |
| 30D | -1.3% | -9.5% | +8.2% | +4.0% |
| 3M | +15.2% | -10.4% | +25.6% | +21.9% |
| 6M | +18.8% | -6.4% | +25.2% | +22.0% |
| YTD | +21.0% | -11.9% | +32.9% | +28.0% |
| 1Y | +34.0% | -8.6% | +42.6% | +38.0% |
| All | +98.3% | +77.7% | +20.6% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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