+22.0%
USB vs BROS
-50.1%
+72.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.2% |
| 7D | 0.0% | -21.2% | +21.2% | +2.8% |
| 30D | +5.8% | -11.6% | +17.4% | +7.1% |
| 3M | -6.0% | -36.7% | +30.7% | -0.8% |
| 6M | +7.8% | -42.8% | +50.6% | +14.4% |
| YTD | +14.6% | -44.8% | +59.4% | +21.6% |
| 1Y | +31.8% | -36.5% | +68.3% | +37.1% |
| 3Y | +91.5% | +27.0% | +64.6% | +75.8% |
| All | +22.0% | -50.1% | +72.2% | +17.1% |
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