+41.2%
USB vs FDS
-17.4%
+58.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.3% | +0.5% |
| 7D | +1.4% | -1.9% | +3.3% | +1.9% |
| 30D | -1.3% | +9.0% | -10.3% | -3.5% |
| 3M | +15.2% | +18.9% | -3.6% | +10.0% |
| 6M | +18.8% | +35.1% | -16.3% | +8.4% |
| YTD | +21.0% | +5.5% | +15.5% | +19.1% |
| 1Y | +34.0% | -16.8% | +50.8% | +44.0% |
| 3Y | +95.3% | -28.1% | +123.4% | +121.6% |
| All | +41.2% | -17.4% | +58.6% | +63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling