+96.6%
USB vs FN
+109.9%
-13.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.0% | +7.9% | +2.4% |
| 7D | +2.4% | -7.0% | +9.4% | +2.9% |
| 30D | +6.6% | -24.7% | +31.3% | +8.9% |
| 3M | -4.1% | -35.7% | +31.6% | -1.0% |
| 6M | +12.5% | -52.4% | +64.9% | +18.8% |
| YTD | +17.6% | -25.0% | +42.6% | +15.3% |
| 1Y | +36.5% | -25.7% | +62.2% | +33.4% |
| All | +96.6% | +109.9% | -13.3% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling