-11.4%
F vs USB
+22.2%
-33.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | +0.1% |
| 7D | +1.4% | -1.5% | +2.8% | +2.3% |
| 30D | +2.0% | +4.3% | -2.3% | -0.4% |
| 3M | -10.4% | -6.1% | -4.3% | -7.2% |
| 6M | +9.7% | +9.4% | +0.3% | +3.3% |
| YTD | -1.2% | +15.2% | -16.4% | -10.0% |
| 1Y | 0.0% | +32.8% | -32.7% | -16.4% |
| 3Y | +41.1% | +91.3% | -50.2% | -6.9% |
| 5Y | -11.4% | +22.7% | -34.1% | -16.9% |
| All | -11.4% | +22.2% | -33.6% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling