+73.3%
USB vs FND
+66.0%
+7.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.7% |
| 7D | +1.4% | -5.2% | +6.7% | +2.7% |
| 30D | -1.3% | -19.9% | +18.6% | +3.8% |
| 3M | +15.2% | +2.7% | +12.5% | +13.4% |
| 6M | +18.8% | -21.7% | +40.5% | +24.1% |
| YTD | +21.0% | -17.5% | +38.5% | +24.2% |
| 1Y | +34.0% | -39.3% | +73.3% | +47.6% |
| 3Y | +95.3% | -49.8% | +145.1% | +119.2% |
| 5Y | +40.4% | -60.1% | +100.4% | +58.8% |
| All | +73.3% | +66.0% | +7.3% | +38.6% |
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