+36.4%
USB vs BROS
+43.3%
-7.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | +1.4% | -6.7% | +8.1% | +2.2% |
| 30D | -1.3% | -29.1% | +27.8% | +2.1% |
| 3M | +15.2% | -16.7% | +31.9% | +16.9% |
| 6M | +18.8% | -11.6% | +30.4% | +19.3% |
| YTD | +21.0% | -23.9% | +44.9% | +23.3% |
| 1Y | +34.0% | -34.8% | +68.8% | +38.4% |
| 3Y | +95.3% | +62.1% | +33.2% | +79.3% |
| All | +36.4% | +43.3% | -7.0% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling