+108.7%
USB vs FE
+115.1%
-6.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | +1.4% | +1.9% | -0.5% | +0.7% |
| 30D | -1.3% | -1.2% | -0.1% | -0.9% |
| 3M | +15.2% | +3.5% | +11.7% | +13.6% |
| 6M | +18.8% | -6.1% | +24.9% | +21.4% |
| YTD | +21.0% | +7.6% | +13.4% | +17.0% |
| 1Y | +34.0% | +11.9% | +22.1% | +27.4% |
| 3Y | +95.3% | +48.4% | +46.9% | +63.5% |
| 5Y | +40.4% | +44.8% | -4.4% | +17.5% |
| All | +108.7% | +115.1% | -6.4% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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