+64.1%
USB vs FND
+69.4%
-5.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | 0.0% | +7.7% | -7.7% | -1.9% |
| 30D | +5.8% | +11.9% | -6.0% | +2.8% |
| 3M | -6.0% | -14.6% | +8.6% | -2.9% |
| 6M | +7.8% | +0.5% | +7.3% | +6.0% |
| YTD | +14.6% | -15.8% | +30.4% | +16.6% |
| 1Y | +31.8% | -12.9% | +44.7% | +32.8% |
| 3Y | +91.5% | -34.2% | +125.7% | +101.3% |
| 5Y | +22.0% | -61.6% | +83.6% | +39.1% |
| All | +64.1% | +69.4% | -5.3% | +30.1% |
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