+108.7%
USB vs FN
+900.0%
-791.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.7% |
| 7D | +1.4% | -1.7% | +3.1% | +1.7% |
| 30D | -1.3% | -22.0% | +20.7% | +2.0% |
| 3M | +15.2% | -43.0% | +58.2% | +23.9% |
| 6M | +18.8% | -27.7% | +46.6% | +20.7% |
| YTD | +21.0% | -10.5% | +31.5% | +17.0% |
| 1Y | +34.0% | +12.5% | +21.5% | +22.8% |
| 3Y | +95.3% | +153.8% | -58.5% | +43.0% |
| 5Y | +40.4% | +288.0% | -247.6% | -9.7% |
| All | +108.7% | +900.0% | -791.3% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling