+69.4%
USAR vs FFIV
+176.4%
-107.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.9% | -7.2% | -4.7% |
| 7D | -4.4% | +3.5% | -7.9% | -5.6% |
| 30D | -10.4% | -1.3% | -9.1% | -10.2% |
| 3M | -18.4% | +2.4% | -20.8% | -18.9% |
| 6M | -8.8% | +41.8% | -50.6% | -17.2% |
| YTD | +43.4% | +58.5% | -15.2% | +26.1% |
| 1Y | +21.0% | +24.3% | -3.4% | +12.5% |
| 3Y | +67.7% | +152.0% | -84.3% | +57.4% |
| All | +69.4% | +176.4% | -107.0% | +59.4% |
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