+84.9%
USB vs BP
+124.7%
-39.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.4% | -6.3% | +7.8% | +4.1% |
| 30D | +6.4% | -3.6% | +10.0% | +7.7% |
| 3M | -4.5% | +5.2% | -9.7% | -7.2% |
| 6M | +11.4% | +5.3% | +6.1% | +7.1% |
| YTD | +17.1% | +33.1% | -16.0% | -0.4% |
| 1Y | +32.6% | +26.3% | +6.3% | +15.3% |
| 3Y | +101.8% | +47.5% | +54.3% | +59.3% |
| 5Y | +25.1% | +106.2% | -81.0% | -18.4% |
| 10Y | +84.9% | +127.0% | -42.1% | +13.7% |
| All | +84.9% | +124.7% | -39.9% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling