+64.9%
USB vs FND
+70.1%
-5.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.5% | -1.2% |
| 7D | -1.5% | +2.2% | -3.7% | -2.1% |
| 30D | +4.3% | +9.6% | -5.3% | +1.8% |
| 3M | -6.1% | -17.9% | +11.8% | -2.1% |
| 6M | +9.4% | +6.6% | +2.8% | +6.1% |
| YTD | +15.2% | -15.5% | +30.6% | +17.1% |
| 1Y | +32.8% | -16.2% | +49.0% | +35.1% |
| 3Y | +91.3% | -36.3% | +127.6% | +102.6% |
| 5Y | +22.7% | -61.4% | +84.0% | +39.7% |
| All | +64.9% | +70.1% | -5.2% | +30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling