+92.7%
USB vs FDS
+144.4%
-51.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | -1.5% | +6.4% | -7.9% | -3.6% |
| 30D | +4.3% | +25.2% | -20.9% | -3.8% |
| 3M | -6.1% | +22.9% | -29.0% | -13.5% |
| 6M | +9.4% | +56.5% | -47.1% | -9.9% |
| YTD | +15.2% | +19.0% | -3.8% | +4.6% |
| 1Y | +32.8% | +32.7% | 0.0% | +14.1% |
| 3Y | +91.3% | -20.4% | +111.7% | +105.1% |
| 5Y | +22.7% | -19.6% | +42.3% | +28.7% |
| All | +92.7% | +144.4% | -51.7% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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