+32.2%
USB vs FRMI
-93.4%
+125.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.7% | -3.2% | +2.5% |
| 7D | +0.8% | -24.7% | +25.5% | +1.0% |
| 30D | +6.8% | -51.6% | +58.4% | +7.4% |
| 3M | -3.8% | -73.1% | +69.4% | -2.7% |
| 6M | +11.7% | -68.3% | +80.0% | +12.6% |
| YTD | +17.5% | -79.3% | +96.7% | +18.9% |
| 1Y | +33.8% | -93.2% | +126.9% | +32.7% |
| All | +32.2% | -93.4% | +125.6% | +30.3% |
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