+41.2%
USB vs BP
+128.1%
-86.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +1.4% | +3.9% | -2.5% | +0.2% |
| 30D | -1.3% | +7.6% | -8.9% | -3.7% |
| 3M | +15.2% | +0.7% | +14.5% | +14.4% |
| 6M | +18.8% | +15.5% | +3.3% | +11.1% |
| YTD | +21.0% | +30.8% | -9.8% | +7.2% |
| 1Y | +34.0% | +34.3% | -0.3% | +17.0% |
| 3Y | +95.3% | +35.1% | +60.3% | +67.4% |
| All | +41.2% | +128.1% | -86.9% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling