-59.1%
FIG vs USB
+31.9%
-91.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | -13.1% | 0.0% | -13.1% | -12.8% |
| 30D | -13.0% | +5.8% | -18.8% | -13.2% |
| 3M | -21.5% | -6.0% | -15.6% | -21.1% |
| 6M | -2.5% | +7.8% | -10.3% | -2.5% |
| YTD | -49.7% | +14.6% | -64.3% | -52.7% |
| 1Y | -59.1% | +31.8% | -90.9% | -67.0% |
| All | -59.1% | +31.9% | -91.0% | -67.0% |
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