+3,459.3%
FIX vs USB
+93.8%
+3,365.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.1% | -9.5% | -10.3% |
| 7D | -27.2% | -1.5% | -25.8% | -26.6% |
| 30D | -46.9% | +4.3% | -51.2% | -48.5% |
| 3M | -44.4% | -6.1% | -38.3% | -42.6% |
| 6M | -50.9% | +9.4% | -60.3% | -54.2% |
| YTD | +3.5% | +15.2% | -11.6% | -6.6% |
| 1Y | -2.1% | +32.8% | -34.9% | -19.3% |
| 3Y | +418.7% | +91.3% | +327.4% | +232.2% |
| 5Y | +894.6% | +22.7% | +871.9% | +719.6% |
| All | +3,459.3% | +93.8% | +3,365.5% | +1,738.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling