+850.5%
USB vs FE
+567.2%
+283.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +2.4% | +1.7% | +0.7% | +1.7% |
| 30D | +6.6% | +8.1% | -1.5% | +3.4% |
| 3M | -4.1% | -1.3% | -2.8% | -3.6% |
| 6M | +12.5% | +2.9% | +9.6% | +11.0% |
| YTD | +17.6% | +8.6% | +9.1% | +13.3% |
| 1Y | +36.5% | +6.3% | +30.2% | +32.4% |
| 3Y | +95.4% | +45.1% | +50.3% | +65.3% |
| 5Y | +26.1% | +47.1% | -21.0% | +5.1% |
| 10Y | +101.3% | +110.6% | -9.3% | +40.2% |
| All | +850.5% | +567.2% | +283.3% | +279.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling