+35.1%
USB vs FGI
-70.4%
+105.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.5% | -7.8% | -0.3% |
| 7D | +1.4% | +0.5% | +0.9% | +1.4% |
| 30D | -1.3% | +65.4% | -66.7% | -2.3% |
| 3M | +15.2% | +23.5% | -8.3% | +14.4% |
| 6M | +18.8% | +60.5% | -41.7% | +17.0% |
| YTD | +21.0% | +30.0% | -9.0% | +19.3% |
| 1Y | +34.0% | +82.1% | -48.0% | +31.7% |
| 3Y | +95.3% | -4.4% | +99.7% | +93.7% |
| All | +35.1% | -70.4% | +105.5% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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