+33.9%
USB vs FRMI
-87.9%
+121.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +26.7% | -25.8% | +0.5% |
| 7D | +2.6% | +66.2% | -63.7% | +1.8% |
| 30D | +8.4% | -17.4% | +25.8% | +8.5% |
| 3M | -5.5% | -60.5% | +54.9% | -4.5% |
| 6M | +17.7% | -56.5% | +74.2% | +18.3% |
| YTD | +17.6% | -67.4% | +84.9% | +18.8% |
| 1Y | +33.9% | -85.1% | +119.0% | +34.4% |
| All | +33.9% | -87.9% | +121.8% | +34.4% |
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