+36.1%
USB vs FRSH
-70.6%
+106.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.7% | +4.5% | +0.4% |
| 7D | +1.4% | -8.2% | +9.6% | +2.6% |
| 30D | -1.3% | +10.5% | -11.8% | -2.8% |
| 3M | +15.2% | +32.7% | -17.5% | +10.3% |
| 6M | +18.8% | +50.3% | -31.5% | +11.2% |
| YTD | +21.0% | +3.9% | +17.1% | +18.7% |
| 1Y | +34.0% | -2.2% | +36.2% | +32.4% |
| 3Y | +95.3% | -42.9% | +138.2% | +102.6% |
| All | +36.1% | -70.6% | +106.6% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 all: compounded portfolio wealth divided by compounded FRSH 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…
all analysis · Full analysis span regression · 6 months rolling