+217.6%
USB vs BR
+1,455.9%
-1,238.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +0.3% |
| 7D | +2.4% | +7.0% | -4.6% | -1.1% |
| 30D | +6.6% | +19.0% | -12.4% | -2.8% |
| 3M | -4.1% | +13.1% | -17.2% | -10.6% |
| 6M | +12.5% | +24.6% | -12.2% | -1.4% |
| YTD | +17.6% | -13.6% | +31.2% | +23.9% |
| 1Y | +36.5% | -13.1% | +49.6% | +43.2% |
| 3Y | +95.4% | +12.8% | +82.6% | +75.8% |
| 5Y | +26.1% | +20.9% | +5.2% | +6.9% |
| 10Y | +101.3% | +252.2% | -150.9% | -9.9% |
| All | +217.6% | +1,455.9% | -1,238.3% | -40.8% |
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