-55.8%
FIG vs USB
+35.1%
-90.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.3% |
| 7D | -16.3% | +1.4% | -17.7% | -16.4% |
| 30D | -14.3% | -1.3% | -13.0% | -14.1% |
| 3M | +7.2% | +15.2% | -8.1% | +4.7% |
| 6M | -18.6% | +18.8% | -37.5% | -22.1% |
| YTD | -35.5% | +21.0% | -56.5% | -39.6% |
| 1Y | -55.8% | +34.0% | -89.8% | -60.9% |
| All | -55.8% | +35.1% | -90.9% | -60.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling