+68.3%
USB vs FND
+76.3%
-8.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.1% | -1.5% | +1.5% |
| 7D | +0.8% | +8.5% | -7.8% | -1.3% |
| 30D | +6.8% | +17.2% | -10.4% | +2.5% |
| 3M | -3.8% | -14.9% | +11.1% | -0.5% |
| 6M | +11.7% | +3.1% | +8.6% | +9.3% |
| YTD | +17.5% | -12.4% | +29.9% | +18.4% |
| 1Y | +33.8% | -10.0% | +43.8% | +33.8% |
| 3Y | +104.2% | -31.3% | +135.6% | +112.6% |
| 5Y | +26.4% | -60.3% | +86.7% | +43.0% |
| All | +68.3% | +76.3% | -8.0% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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