-17.9%
USAR vs FFIV
+118.6%
-136.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +4.1% |
| 7D | +0.8% | -2.9% | +3.7% | +2.0% |
| 30D | -30.1% | -32.4% | +2.3% | -21.4% |
| 3M | -56.3% | -22.7% | -33.6% | -53.1% |
| 6M | -68.6% | -10.7% | -57.9% | -67.5% |
| YTD | -30.5% | +25.4% | -55.9% | -34.8% |
| 1Y | -53.5% | +34.2% | -87.7% | -57.0% |
| 3Y | -19.3% | +101.2% | -120.5% | -19.2% |
| All | -17.9% | +118.6% | -136.5% | -17.6% |
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 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