+41.2%
USB vs FE
+45.0%
-3.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +1.4% | +1.9% | -0.5% | +0.8% |
| 30D | -1.3% | -1.2% | -0.1% | -1.0% |
| 3M | +15.2% | +3.5% | +11.7% | +13.8% |
| 6M | +18.8% | -6.1% | +24.9% | +21.0% |
| YTD | +21.0% | +7.6% | +13.4% | +17.4% |
| 1Y | +34.0% | +11.9% | +22.1% | +27.9% |
| 3Y | +95.3% | +48.4% | +46.9% | +63.1% |
| All | +41.2% | +45.0% | -3.8% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling