-49.8%
USAR vs FFIV
+33.5%
-83.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.4% | -5.7% |
| 7D | -21.8% | -9.8% | -12.0% | -18.1% |
| 30D | -39.9% | -28.1% | -11.8% | -32.1% |
| 3M | -52.5% | -20.0% | -32.5% | -49.6% |
| 6M | -67.9% | -0.1% | -67.9% | -68.3% |
| YTD | -31.1% | +29.2% | -60.3% | -42.5% |
| 1Y | -49.8% | +36.6% | -86.4% | -58.6% |
| All | -49.8% | +33.5% | -83.3% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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