+2,085.7%
USB vs FDS
+9,502.8%
-7,417.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.3% | +0.8% |
| 7D | +1.4% | -1.9% | +3.3% | +2.0% |
| 30D | -1.3% | +9.0% | -10.3% | -4.1% |
| 3M | +15.2% | +18.9% | -3.6% | +8.3% |
| 6M | +18.8% | +35.1% | -16.3% | +6.2% |
| YTD | +21.0% | +5.5% | +15.5% | +15.5% |
| 1Y | +34.0% | -16.8% | +50.8% | +36.4% |
| 3Y | +95.3% | -28.1% | +123.4% | +107.2% |
| 5Y | +40.4% | -17.4% | +57.8% | +41.4% |
| 10Y | +107.3% | +85.4% | +21.9% | +62.0% |
| All | +2,085.7% | +9,502.8% | -7,417.1% | +699.0% |
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