+104.2%
USB vs BRO
+0.9%
+103.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +2.8% |
| 7D | +0.8% | -1.0% | +1.7% | +0.9% |
| 30D | +6.8% | +13.2% | -6.4% | +4.0% |
| 3M | -3.8% | -0.1% | -3.7% | -4.0% |
| 6M | +11.7% | +26.8% | -15.0% | +5.5% |
| YTD | +17.5% | -10.0% | +27.5% | +19.2% |
| 1Y | +33.8% | -8.7% | +42.4% | +35.1% |
| 3Y | +104.2% | +1.1% | +103.1% | +125.0% |
| All | +104.2% | +0.9% | +103.3% | +125.0% |
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 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