+36.5%
USB vs FRMI
-93.1%
+129.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -10.6% | +12.5% | +2.0% |
| 7D | +2.4% | -39.7% | +42.1% | +3.1% |
| 30D | +6.6% | -55.2% | +61.7% | +7.8% |
| 3M | -4.1% | -71.2% | +67.1% | -2.4% |
| 6M | +12.5% | -64.1% | +76.6% | +13.6% |
| YTD | +17.6% | -77.2% | +94.9% | +19.6% |
| 1Y | +36.5% | -93.2% | +129.7% | +38.8% |
| All | +36.5% | -93.1% | +129.6% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling