+41.2%
USB vs FN
+289.0%
-247.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.1% |
| 3M | +15.2% | -43.0% | +58.2% | +21.9% |
| 6M | +18.8% | -27.7% | +46.6% | +20.1% |
| YTD | +21.0% | -10.5% | +31.5% | +17.4% |
| 1Y | +34.0% | +12.5% | +21.5% | +24.3% |
| 3Y | +95.3% | +153.8% | -58.5% | +48.7% |
| All | +41.2% | +289.0% | -247.9% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling