+98.3%
USB vs FN
+158.4%
-60.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.6% |
| 7D | +1.4% | -1.7% | +3.1% | +1.6% |
| 30D | -1.3% | -22.0% | +20.7% | +0.8% |
| 3M | +15.2% | -43.0% | +58.2% | +21.1% |
| 6M | +18.8% | -27.7% | +46.6% | +19.7% |
| YTD | +21.0% | -10.5% | +31.5% | +17.3% |
| 1Y | +34.0% | +12.5% | +21.5% | +24.2% |
| All | +98.3% | +158.4% | -60.1% | +37.7% |
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