+98.3%
USB vs FICO
+4.8%
+93.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -16.7% | +16.4% | +2.0% |
| 7D | +1.4% | -19.2% | +20.6% | +4.1% |
| 30D | -1.3% | -14.6% | +13.3% | +0.4% |
| 3M | +15.2% | -20.1% | +35.3% | +17.5% |
| 6M | +18.8% | -36.3% | +55.2% | +25.5% |
| YTD | +21.0% | -44.9% | +65.9% | +30.9% |
| 1Y | +34.0% | -38.6% | +72.6% | +40.6% |
| All | +98.3% | +4.8% | +93.5% | +82.2% |
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