+30.6%
USAR vs FFIV
+23.1%
+7.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +2.3% | -1.5% | +3.9% | +3.3% |
| 30D | -8.6% | -2.7% | -6.0% | -7.4% |
| 3M | -20.5% | -1.7% | -18.8% | -19.5% |
| 6M | +1.2% | +36.1% | -34.9% | -17.4% |
| YTD | +48.4% | +52.6% | -4.2% | +7.7% |
| 1Y | +30.6% | +21.5% | +9.1% | +34.9% |
| All | +30.6% | +23.1% | +7.5% | +34.9% |
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