-18.3%
USAR vs FFIV
+112.3%
-130.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.3% | +11.1% | +10.9% |
| 7D | -14.5% | -8.1% | -6.4% | -11.9% |
| 30D | -37.8% | -33.4% | -4.4% | -29.8% |
| 3M | -52.8% | -24.7% | -28.0% | -48.9% |
| 6M | -71.2% | -8.8% | -62.4% | -70.4% |
| YTD | -30.9% | +21.8% | -52.7% | -34.5% |
| 1Y | -48.0% | +25.3% | -73.3% | -51.0% |
| 3Y | -19.7% | +101.2% | -120.9% | -18.8% |
| All | -18.3% | +112.3% | -130.7% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling