+105.9%
USB vs BRO
+293.5%
-187.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | +1.0% |
| 7D | +2.1% | -5.4% | +7.5% | +5.1% |
| 30D | -2.3% | -4.3% | +2.1% | -0.2% |
| 3M | +13.9% | +17.8% | -4.0% | +2.7% |
| 6M | +21.6% | -6.8% | +28.3% | +24.2% |
| YTD | +19.3% | -13.8% | +33.1% | +26.7% |
| 1Y | +33.6% | -27.8% | +61.4% | +56.5% |
| 3Y | +97.7% | -4.7% | +102.4% | +86.8% |
| 5Y | +40.4% | +20.6% | +19.8% | +6.5% |
| 10Y | +105.9% | +293.7% | -187.8% | -28.0% |
| All | +105.9% | +293.5% | -187.6% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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