+67.6%
USB vs FND
+68.8%
-1.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.1% |
| 7D | -0.5% | -4.4% | +3.9% | +0.5% |
| 30D | +5.7% | +14.5% | -8.8% | +2.1% |
| 3M | -4.7% | -15.6% | +10.9% | -1.2% |
| 6M | +13.4% | +4.7% | +8.7% | +10.5% |
| YTD | +17.0% | -16.1% | +33.1% | +19.2% |
| 1Y | +32.4% | -16.0% | +48.4% | +34.6% |
| 3Y | +101.7% | -35.5% | +137.2% | +113.0% |
| 5Y | +24.4% | -60.5% | +84.9% | +41.0% |
| All | +67.6% | +68.8% | -1.2% | +33.0% |
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