+26.1%
USB vs FICO
+81.8%
-55.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +2.4% |
| 7D | +2.4% | +0.4% | +2.0% | +2.3% |
| 30D | +6.6% | +1.7% | +4.9% | +5.9% |
| 3M | -4.1% | -33.0% | +29.0% | +0.5% |
| 6M | +12.5% | -33.9% | +46.3% | +16.8% |
| YTD | +17.6% | -58.5% | +76.2% | +32.8% |
| 1Y | +36.5% | -56.4% | +92.9% | +52.2% |
| 3Y | +95.4% | -24.7% | +120.0% | +87.9% |
| 5Y | +26.1% | +83.1% | -57.0% | -0.5% |
| All | +26.1% | +81.8% | -55.7% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling