+33.0%
USB vs BR
-10.8%
+43.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.5% |
| 7D | +0.8% | +4.4% | -3.6% | +0.5% |
| 30D | +6.8% | +16.3% | -9.5% | +5.9% |
| 3M | -3.8% | +16.2% | -20.0% | -4.6% |
| 6M | +11.7% | +30.3% | -18.6% | +10.0% |
| YTD | +17.5% | -12.2% | +29.7% | +20.8% |
| All | +33.0% | -10.8% | +43.9% | +36.3% |
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