+98.3%
USB vs BR
-2.4%
+100.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +0.9% |
| 7D | +1.4% | -5.3% | +6.7% | +3.3% |
| 30D | -1.3% | +6.4% | -7.8% | -3.7% |
| 3M | +15.2% | +13.6% | +1.6% | +9.4% |
| 6M | +18.8% | -6.7% | +25.5% | +22.5% |
| YTD | +21.0% | -21.1% | +42.1% | +36.4% |
| 1Y | +34.0% | -29.6% | +63.6% | +62.0% |
| All | +98.3% | -2.4% | +100.7% | +75.3% |
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 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