+38.4%
USB vs BRO
+17.6%
+20.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | +0.2% |
| 7D | -1.1% | -7.6% | +6.6% | +1.5% |
| 30D | -3.2% | -6.9% | +3.6% | -1.1% |
| 3M | +11.8% | +12.8% | -1.0% | +6.5% |
| 6M | +21.4% | -5.9% | +27.3% | +22.7% |
| YTD | +18.6% | -15.9% | +34.5% | +24.5% |
| 1Y | +30.8% | -28.1% | +59.0% | +45.3% |
| 3Y | +96.5% | -7.0% | +103.5% | +92.4% |
| 5Y | +38.4% | +18.0% | +20.4% | +16.4% |
| All | +38.4% | +17.6% | +20.8% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling