+5,892.0%
FIX vs USB
+107.5%
+5,784.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.1% |
| 7D | +6.0% | +1.4% | +4.6% | +5.0% |
| 30D | -7.2% | -1.3% | -5.9% | -6.5% |
| 3M | -15.9% | +15.2% | -31.1% | -23.5% |
| 6M | +12.7% | +18.8% | -6.1% | +0.8% |
| YTD | +72.8% | +21.0% | +51.8% | +52.1% |
| 1Y | +122.9% | +34.0% | +88.9% | +83.6% |
| 3Y | +774.3% | +95.3% | +679.0% | +451.2% |
| 5Y | +2,049.5% | +40.4% | +2,009.1% | +1,519.7% |
| All | +5,892.0% | +107.5% | +5,784.5% | +3,084.5% |
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 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