+12,769.2%
FIX vs USB
+997.2%
+11,772.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +3.0% |
| 7D | +6.1% | +2.1% | +4.0% | +5.1% |
| 30D | -2.7% | -2.3% | -0.4% | -1.8% |
| 3M | -10.9% | +13.9% | -24.8% | -16.0% |
| 6M | +29.0% | +21.6% | +7.4% | +18.6% |
| YTD | +76.9% | +19.3% | +57.6% | +63.6% |
| 1Y | +130.7% | +33.6% | +97.2% | +103.3% |
| 3Y | +790.7% | +97.7% | +692.9% | +558.9% |
| 5Y | +2,185.6% | +40.4% | +2,145.1% | +1,802.2% |
| 10Y | +5,993.3% | +105.9% | +5,887.4% | +4,269.8% |
| All | +12,769.2% | +997.2% | +11,772.0% | +5,125.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling