-84.0%
FIG vs USB
+37.2%
-121.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.1% | -14.6% | -16.3% |
| 7D | -17.4% | -1.5% | -15.9% | -17.1% |
| 30D | -15.9% | +4.3% | -20.2% | -16.1% |
| 3M | -34.5% | -6.1% | -28.4% | -34.2% |
| 6M | -5.0% | +9.4% | -14.4% | -5.6% |
| YTD | -50.7% | +15.2% | -65.8% | -52.2% |
| 1Y | -58.1% | +32.8% | -90.9% | -61.0% |
| All | -84.0% | +37.2% | -121.2% | -85.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling