+96.6%
USB vs FICO
-24.7%
+121.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +2.3% |
| 7D | +2.4% | +0.4% | +2.0% | +2.3% |
| 30D | +6.6% | +1.7% | +4.9% | +6.1% |
| 3M | -4.1% | -33.0% | +29.0% | -0.6% |
| 6M | +12.5% | -33.9% | +46.3% | +15.5% |
| YTD | +17.6% | -58.5% | +76.2% | +30.1% |
| 1Y | +36.5% | -56.4% | +92.9% | +49.2% |
| All | +96.6% | -24.7% | +121.3% | +110.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling