+30.8%
USB vs BRO
-29.4%
+60.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.3% |
| 7D | -1.1% | -7.6% | +6.6% | -0.1% |
| 30D | -3.2% | -6.9% | +3.6% | -2.4% |
| 3M | +11.8% | +12.8% | -1.0% | +9.4% |
| 6M | +21.4% | -5.9% | +27.3% | +20.9% |
| YTD | +18.6% | -15.9% | +34.5% | +19.6% |
| 1Y | +30.8% | -28.1% | +59.0% | +34.3% |
| All | +30.8% | -29.4% | +60.2% | +34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling