+97.7%
USB vs BRO
-6.1%
+103.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -0.4% |
| 7D | +2.1% | -5.4% | +7.5% | +3.3% |
| 30D | -2.3% | -4.3% | +2.1% | -1.4% |
| 3M | +13.9% | +17.8% | -4.0% | +9.1% |
| 6M | +21.6% | -6.8% | +28.3% | +22.8% |
| YTD | +19.3% | -13.8% | +33.1% | +22.7% |
| 1Y | +33.6% | -27.8% | +61.4% | +44.2% |
| 3Y | +97.7% | -4.7% | +102.4% | +100.6% |
| All | +97.7% | -6.1% | +103.8% | +100.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling