+79.8%
USB vs BR
+275.8%
-196.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | +1.2% | -1.3% | +2.5% | +1.8% |
| 30D | +6.3% | +13.7% | -7.4% | -0.1% |
| 3M | -6.1% | +13.8% | -19.9% | -12.2% |
| 6M | +13.0% | +29.7% | -16.7% | -1.8% |
| YTD | +16.6% | -12.6% | +29.2% | +22.7% |
| 1Y | +31.1% | -12.4% | +43.6% | +37.9% |
| 3Y | +100.9% | +14.1% | +86.8% | +81.1% |
| 5Y | +24.5% | +18.7% | +5.9% | +7.9% |
| All | +79.8% | +275.8% | -196.0% | -5.4% |
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