+32.8%
USB vs BROS
-37.0%
+69.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -21.4% | +19.3% | +0.7% |
| 7D | -1.5% | -21.4% | +19.9% | +1.4% |
| 30D | +4.3% | -11.5% | +15.8% | +5.5% |
| 3M | -6.1% | -47.4% | +41.3% | +1.6% |
| 6M | +9.4% | -39.5% | +48.9% | +14.4% |
| YTD | +15.2% | -43.5% | +58.7% | +20.7% |
| 1Y | +32.8% | -37.8% | +70.5% | +35.2% |
| All | +32.8% | -37.0% | +69.7% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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