+108.7%
USB vs BR
+191.3%
-82.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +1.3% |
| 7D | +1.4% | -5.3% | +6.7% | +4.0% |
| 30D | -1.3% | +6.4% | -7.8% | -4.5% |
| 3M | +15.2% | +13.6% | +1.6% | +7.4% |
| 6M | +18.8% | -6.7% | +25.5% | +21.2% |
| YTD | +21.0% | -21.1% | +42.1% | +33.8% |
| 1Y | +34.0% | -29.6% | +63.6% | +57.2% |
| 3Y | +95.3% | -2.4% | +97.7% | +91.2% |
| 5Y | +40.4% | +11.2% | +29.1% | +25.2% |
| All | +108.7% | +191.3% | -82.6% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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