+87.0%
F vs USB
+100.3%
-13.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +1.7% |
| 7D | +6.0% | +2.4% | +3.6% | +4.5% |
| 30D | +4.3% | +6.6% | -2.3% | +0.2% |
| 3M | -10.1% | -4.1% | -6.0% | -7.8% |
| 6M | +12.8% | +12.5% | +0.3% | +3.9% |
| YTD | -0.1% | +17.6% | -17.7% | -10.7% |
| 1Y | +3.7% | +36.5% | -32.8% | -15.8% |
| 3Y | +42.7% | +95.4% | -52.7% | -9.6% |
| 5Y | -11.0% | +26.1% | -37.2% | -26.6% |
| 10Y | +87.0% | +101.3% | -14.2% | +11.6% |
| All | +87.0% | +100.3% | -13.2% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling