+108.7%
USB vs FICO
+605.7%
-497.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -16.7% | +16.4% | +4.0% |
| 7D | +1.4% | -19.2% | +20.6% | +6.6% |
| 30D | -1.3% | -14.6% | +13.3% | +1.9% |
| 3M | +15.2% | -20.1% | +35.3% | +19.7% |
| 6M | +18.8% | -36.3% | +55.2% | +29.6% |
| YTD | +21.0% | -44.9% | +65.9% | +37.0% |
| 1Y | +34.0% | -38.6% | +72.6% | +45.0% |
| 3Y | +95.3% | +4.0% | +91.3% | +71.4% |
| 5Y | +40.4% | +99.5% | -59.2% | -4.8% |
| All | +108.7% | +605.7% | -497.0% | -12.9% |
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