+41.2%
USB vs FICO
+99.8%
-58.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -16.7% | +16.4% | +2.5% |
| 7D | +1.4% | -19.2% | +20.6% | +4.8% |
| 30D | -1.3% | -14.6% | +13.3% | +0.8% |
| 3M | +15.2% | -20.1% | +35.3% | +18.1% |
| 6M | +18.8% | -36.3% | +55.2% | +26.3% |
| YTD | +21.0% | -44.9% | +65.9% | +32.2% |
| 1Y | +34.0% | -38.6% | +72.6% | +41.7% |
| 3Y | +95.3% | +4.0% | +91.3% | +80.3% |
| All | +41.2% | +99.8% | -58.6% | +18.4% |
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