-49.2%
USAR vs FFIV
+28.8%
-78.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.2% | +4.3% | +5.5% |
| 7D | -1.1% | -2.1% | +1.0% | +0.1% |
| 30D | -30.3% | -33.8% | +3.5% | -17.4% |
| 3M | -54.7% | -20.6% | -34.1% | -51.6% |
| 6M | -67.5% | -10.2% | -57.3% | -66.4% |
| YTD | -26.4% | +24.5% | -50.9% | -38.7% |
| All | -49.2% | +28.8% | -78.0% | -58.7% |
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