+107.3%
USB vs BRKR
+155.3%
-48.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -0.8% | -8.7% | +7.8% | +1.5% |
| 30D | -3.4% | -9.9% | +6.5% | -1.0% |
| 3M | +10.0% | -3.1% | +13.1% | +8.6% |
| 6M | +22.6% | +45.5% | -22.9% | +5.9% |
| YTD | +20.0% | +13.7% | +6.3% | +10.7% |
| 1Y | +32.5% | +67.4% | -34.9% | +7.6% |
| 3Y | +98.3% | -13.2% | +111.6% | +86.3% |
| 5Y | +41.0% | -39.5% | +80.4% | +46.3% |
| All | +107.3% | +155.3% | -48.1% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 10y: compounded portfolio wealth divided by compounded BRKR 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…
10y analysis · Full analysis span regression · 6 months rolling