+31.8%
USB vs BR
-10.5%
+42.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.4% |
| 7D | 0.0% | +6.5% | -6.5% | -0.4% |
| 30D | +5.8% | +18.9% | -13.1% | +4.8% |
| 3M | -6.0% | +16.3% | -22.2% | -6.8% |
| 6M | +7.8% | +26.2% | -18.4% | +6.1% |
| YTD | +14.6% | -13.1% | +27.7% | +17.9% |
| 1Y | +31.8% | -10.5% | +42.2% | +30.2% |
| All | +31.8% | -10.5% | +42.2% | +30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling