+615.0%
F vs USB
+8,537.0%
-7,922.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.7% | +1.6% |
| 7D | +5.3% | +1.4% | +3.9% | +4.6% |
| 30D | +4.6% | -1.3% | +5.9% | +5.1% |
| 3M | -3.7% | +15.2% | -18.9% | -10.0% |
| 6M | +16.8% | +18.8% | -2.0% | +7.5% |
| YTD | +15.3% | +21.0% | -5.7% | +5.0% |
| 1Y | +31.0% | +34.0% | -3.0% | +13.8% |
| 3Y | +45.4% | +95.3% | -49.9% | +5.3% |
| 5Y | +54.7% | +40.4% | +14.3% | +28.5% |
| 10Y | +98.2% | +107.3% | -9.1% | +37.2% |
| All | +615.0% | +8,537.0% | -7,922.0% | +102.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling