+10.9%
FIG vs USB
+11.3%
-0.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.9% | +3.3% | +5.2% |
| 7D | -4.7% | +2.4% | -7.1% | -4.6% |
| 30D | +0.5% | +6.6% | -6.0% | +0.8% |
| 3M | -18.4% | -4.1% | -14.3% | -20.0% |
| 6M | +10.9% | +12.5% | -1.6% | +18.5% |
| All | +10.9% | +11.3% | -0.4% | +18.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling