+31.4%
USB vs FGI
-70.3%
+101.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.0% | +6.9% | +1.9% |
| 7D | +2.4% | +3.3% | -0.9% | +2.4% |
| 30D | +6.6% | -2.0% | +8.6% | +6.6% |
| 3M | -4.1% | +60.3% | -64.4% | -5.0% |
| 6M | +12.5% | +0.7% | +11.7% | +11.7% |
| YTD | +17.6% | +30.2% | -12.5% | +16.0% |
| 1Y | +36.5% | +44.4% | -7.9% | +34.4% |
| 3Y | +95.4% | -0.4% | +95.8% | +93.4% |
| All | +31.4% | -70.3% | +101.7% | +31.0% |
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