+8,419.6%
FIX vs USB
+981.6%
+7,438.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +1.9% | -17.0% | -15.9% |
| 7D | -18.9% | +2.4% | -21.3% | -19.9% |
| 30D | -36.3% | +6.6% | -42.9% | -38.2% |
| 3M | -38.5% | -4.1% | -34.4% | -37.7% |
| 6M | -42.3% | +12.5% | -54.7% | -45.5% |
| YTD | +17.1% | +17.6% | -0.5% | +8.4% |
| 1Y | +14.4% | +36.5% | -22.1% | -0.5% |
| 3Y | +486.7% | +95.4% | +391.3% | +337.0% |
| 5Y | +1,083.7% | +26.1% | +1,057.6% | +925.6% |
| 10Y | +3,932.4% | +101.3% | +3,831.2% | +2,806.0% |
| All | +8,419.6% | +981.6% | +7,438.0% | +3,364.7% |
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