+68.4%
USB vs FND
+57.9%
+10.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.4% |
| 7D | +2.6% | -6.8% | +9.4% | +4.3% |
| 30D | +8.4% | +8.0% | +0.4% | +6.1% |
| 3M | -5.5% | -18.9% | +13.4% | -1.2% |
| 6M | +17.7% | +4.7% | +13.0% | +14.6% |
| YTD | +17.6% | -21.6% | +39.1% | +21.6% |
| 1Y | +33.9% | -22.0% | +55.9% | +38.6% |
| 3Y | +103.8% | -40.4% | +144.3% | +119.4% |
| 5Y | +25.6% | -63.8% | +89.4% | +45.2% |
| All | +68.4% | +57.9% | +10.5% | +35.7% |
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