+89.2%
USB vs BR
+266.7%
-177.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.0% |
| 7D | +0.8% | +4.4% | -3.6% | -1.3% |
| 30D | +6.8% | +16.3% | -9.5% | -0.7% |
| 3M | -3.8% | +16.2% | -20.0% | -10.9% |
| 6M | +11.7% | +30.3% | -18.6% | -3.1% |
| YTD | +17.5% | -12.2% | +29.7% | +23.4% |
| 1Y | +33.8% | -11.3% | +45.0% | +39.6% |
| 3Y | +104.2% | +15.2% | +89.0% | +83.2% |
| 5Y | +26.4% | +18.0% | +8.4% | +9.9% |
| 10Y | +89.2% | +268.7% | -179.5% | +2.8% |
| All | +89.2% | +266.7% | -177.5% | +2.8% |
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