-13.0%
USAR vs FFIV
+117.1%
-130.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.2% | +4.3% | +5.7% |
| 7D | -1.1% | -2.1% | +1.0% | -0.2% |
| 30D | -30.3% | -33.8% | +3.5% | -21.0% |
| 3M | -54.7% | -20.6% | -34.1% | -51.8% |
| 6M | -67.5% | -10.2% | -57.3% | -66.4% |
| YTD | -26.4% | +24.5% | -50.9% | -30.8% |
| 1Y | -49.5% | +29.3% | -78.8% | -52.9% |
| 3Y | -14.5% | +103.8% | -118.2% | -14.1% |
| All | -13.0% | +117.1% | -130.1% | -12.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling