+3,932.4%
FIX vs USB
+100.3%
+3,832.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +1.9% | -17.0% | -16.3% |
| 7D | -18.9% | +2.4% | -21.3% | -20.3% |
| 30D | -36.3% | +6.6% | -42.9% | -39.1% |
| 3M | -38.5% | -4.1% | -34.4% | -37.4% |
| 6M | -42.3% | +12.5% | -54.7% | -47.1% |
| YTD | +17.1% | +17.6% | -0.5% | +4.1% |
| 1Y | +14.4% | +36.5% | -22.1% | -7.4% |
| 3Y | +486.7% | +95.4% | +391.3% | +270.4% |
| 5Y | +1,083.7% | +26.1% | +1,057.6% | +856.9% |
| 10Y | +3,932.4% | +101.3% | +3,831.2% | +1,954.1% |
| All | +3,932.4% | +100.3% | +3,832.2% | +1,954.1% |
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