+29.6%
USB vs FRMI
-93.9%
+123.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -15.9% | +13.8% | -1.9% |
| 7D | -1.5% | -46.5% | +45.0% | -1.0% |
| 30D | +4.3% | -63.8% | +68.1% | +5.2% |
| 3M | -6.1% | -75.3% | +69.2% | -4.9% |
| 6M | +9.4% | -69.0% | +78.4% | +10.3% |
| YTD | +15.2% | -80.9% | +96.0% | +16.6% |
| 1Y | +32.8% | -94.2% | +127.0% | +31.5% |
| All | +29.6% | -93.9% | +123.5% | +27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling