-2.1%
FIX vs USB
+33.6%
-35.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.1% | -9.5% | -10.8% |
| 7D | -27.2% | -1.5% | -25.8% | -26.8% |
| 30D | -46.9% | +4.3% | -51.2% | -47.9% |
| 3M | -44.4% | -6.1% | -38.3% | -42.6% |
| 6M | -50.9% | +9.4% | -60.3% | -53.9% |
| YTD | +3.5% | +15.2% | -11.6% | -9.6% |
| 1Y | -2.1% | +32.8% | -34.9% | -22.9% |
| All | -2.1% | +33.6% | -35.8% | -22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling