+210.9%
USB vs BR
+1,493.9%
-1,283.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.5% | -3.4% |
| 7D | -1.5% | +8.9% | -10.3% | -5.8% |
| 30D | +4.3% | +22.2% | -17.9% | -6.2% |
| 3M | -6.1% | +19.4% | -25.5% | -14.9% |
| 6M | +9.4% | +29.1% | -19.7% | -5.9% |
| YTD | +15.2% | -11.5% | +26.7% | +19.7% |
| 1Y | +32.8% | -9.3% | +42.0% | +36.0% |
| 3Y | +91.3% | +15.6% | +75.7% | +69.9% |
| 5Y | +22.7% | +22.1% | +0.5% | +3.5% |
| 10Y | +97.0% | +260.8% | -163.8% | -12.9% |
| All | +210.9% | +1,493.9% | -1,283.0% | -42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling