+2,185.6%
FIX vs USB
+39.7%
+2,145.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +3.0% |
| 7D | +6.1% | +2.1% | +4.0% | +4.9% |
| 30D | -2.7% | -2.3% | -0.4% | -1.6% |
| 3M | -10.9% | +13.9% | -24.8% | -16.8% |
| 6M | +29.0% | +21.6% | +7.4% | +16.8% |
| YTD | +76.9% | +19.3% | +57.6% | +61.2% |
| 1Y | +130.7% | +33.6% | +97.2% | +98.8% |
| 3Y | +790.7% | +97.7% | +692.9% | +537.6% |
| 5Y | +2,185.6% | +40.4% | +2,145.1% | +1,780.1% |
| All | +2,185.6% | +39.7% | +2,145.8% | +1,780.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling