+32.8%
USB vs FICO
-55.7%
+88.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.1% |
| 7D | -1.5% | -0.3% | -1.2% | -1.5% |
| 30D | +4.3% | +1.7% | +2.6% | +4.1% |
| 3M | -6.1% | -35.2% | +29.1% | -4.6% |
| 6M | +9.4% | -33.7% | +43.1% | +10.3% |
| YTD | +15.2% | -58.2% | +73.3% | +20.7% |
| 1Y | +32.8% | -56.6% | +89.3% | +37.5% |
| All | +32.8% | -55.7% | +88.5% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling