+103.8%
USB vs BR
+14.9%
+88.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.7% |
| 7D | +2.6% | +1.1% | +1.5% | +2.3% |
| 30D | +8.4% | +14.4% | -6.0% | +4.0% |
| 3M | -5.5% | +12.4% | -18.0% | -9.0% |
| 6M | +17.7% | +35.4% | -17.7% | +5.8% |
| YTD | +17.6% | -12.2% | +29.7% | +26.8% |
| 1Y | +33.9% | -12.7% | +46.6% | +44.9% |
| 3Y | +103.8% | +14.3% | +89.6% | +87.5% |
| All | +103.8% | +14.9% | +88.9% | +87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling