+28.9%
USB vs FRMI
-93.8%
+122.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.5% |
| 7D | 0.0% | -39.8% | +39.8% | +0.4% |
| 30D | +5.8% | -60.5% | +66.3% | +6.7% |
| 3M | -6.0% | -74.6% | +68.7% | -4.8% |
| 6M | +7.8% | -71.8% | +79.5% | +8.7% |
| YTD | +14.6% | -80.4% | +95.0% | +16.0% |
| 1Y | +31.8% | -93.9% | +125.7% | +30.6% |
| All | +28.9% | -93.8% | +122.7% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling