+101.3%
USB vs FICO
+509.6%
-408.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +2.7% |
| 7D | +2.4% | +0.4% | +2.0% | +2.3% |
| 30D | +6.6% | +1.7% | +4.9% | +5.5% |
| 3M | -4.1% | -33.0% | +29.0% | +2.9% |
| 6M | +12.5% | -33.9% | +46.3% | +19.1% |
| YTD | +17.6% | -58.5% | +76.2% | +39.9% |
| 1Y | +36.5% | -56.4% | +92.9% | +59.5% |
| 3Y | +95.4% | -24.7% | +120.0% | +82.7% |
| 5Y | +26.1% | +83.1% | -57.0% | -16.8% |
| 10Y | +101.3% | +517.2% | -415.9% | -14.1% |
| All | +101.3% | +509.6% | -408.3% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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