+22.7%
USB vs BROS
-51.1%
+73.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -21.4% | +19.3% | +0.7% |
| 7D | -1.5% | -21.4% | +19.9% | +1.3% |
| 30D | +4.3% | -11.5% | +15.8% | +5.5% |
| 3M | -6.1% | -47.4% | +41.3% | +1.2% |
| 6M | +9.4% | -39.5% | +48.9% | +15.3% |
| YTD | +15.2% | -43.5% | +58.7% | +21.8% |
| 1Y | +32.8% | -37.8% | +70.5% | +38.4% |
| 3Y | +91.3% | +30.5% | +60.8% | +75.0% |
| 5Y | +22.7% | -49.1% | +71.8% | +15.9% |
| All | +22.7% | -51.1% | +73.8% | +15.9% |
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