+53.9%
F vs USB
+40.0%
+13.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.7% | +1.6% |
| 7D | +5.3% | +1.4% | +3.9% | +4.5% |
| 30D | +4.6% | -1.3% | +5.9% | +5.3% |
| 3M | -3.7% | +15.2% | -18.9% | -11.7% |
| 6M | +16.8% | +18.8% | -2.0% | +4.9% |
| YTD | +15.3% | +21.0% | -5.7% | +2.0% |
| 1Y | +31.0% | +34.0% | -3.0% | +8.8% |
| 3Y | +45.4% | +95.3% | -49.9% | -5.8% |
| All | +53.9% | +40.0% | +13.9% | +29.9% |
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