+92.7%
USB vs FE
+108.3%
-15.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -1.5% | +0.6% | -2.0% | -1.7% |
| 30D | +4.3% | +6.4% | -2.1% | +1.9% |
| 3M | -6.1% | -0.5% | -5.6% | -5.9% |
| 6M | +9.4% | +4.7% | +4.7% | +7.3% |
| YTD | +15.2% | +8.4% | +6.8% | +11.1% |
| 1Y | +32.8% | +7.2% | +25.5% | +28.4% |
| 3Y | +91.3% | +44.9% | +46.4% | +61.5% |
| 5Y | +22.7% | +46.3% | -23.6% | +2.2% |
| All | +92.7% | +108.3% | -15.6% | +57.0% |
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