+2,024.7%
USB vs FDS
+10,782.2%
-8,757.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +1.1% |
| 7D | +2.4% | +9.4% | -7.0% | -0.3% |
| 30D | +6.6% | +23.8% | -17.2% | -0.1% |
| 3M | -4.1% | +25.1% | -29.2% | -10.9% |
| 6M | +12.5% | +53.8% | -41.3% | -3.3% |
| YTD | +17.6% | +19.6% | -1.9% | +7.6% |
| 1Y | +36.5% | +31.6% | +4.9% | +20.8% |
| 3Y | +95.4% | -20.0% | +115.4% | +99.9% |
| 5Y | +26.1% | -18.6% | +44.7% | +27.3% |
| 10Y | +101.3% | +149.8% | -48.5% | +43.9% |
| All | +2,024.7% | +10,782.2% | -8,757.5% | +644.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling