+519.6%
F vs USB
+8,296.0%
-7,776.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +2.1% |
| 7D | +6.0% | +2.4% | +3.6% | +4.9% |
| 30D | +4.3% | +6.6% | -2.3% | +1.3% |
| 3M | -10.1% | -4.1% | -6.0% | -8.4% |
| 6M | +12.8% | +12.5% | +0.3% | +6.3% |
| YTD | -0.1% | +17.6% | -17.7% | -7.8% |
| 1Y | +3.7% | +36.5% | -32.8% | -10.6% |
| 3Y | +42.7% | +95.4% | -52.7% | +3.7% |
| 5Y | -11.0% | +26.1% | -37.2% | -22.4% |
| 10Y | +87.0% | +101.3% | -14.2% | +31.2% |
| All | +519.6% | +8,296.0% | -7,776.4% | +77.8% |
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