+74.9%
USAR vs FFIV
+166.7%
-91.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.3% |
| 7D | -2.1% | -1.0% | -1.2% | -1.8% |
| 30D | +2.6% | -5.1% | +7.7% | +4.2% |
| 3M | -35.0% | -4.5% | -30.6% | -33.8% |
| 6M | -6.9% | +36.5% | -43.3% | -14.4% |
| YTD | +48.0% | +53.0% | -5.0% | +31.8% |
| 1Y | +24.8% | +24.2% | +0.6% | +17.3% |
| 3Y | +73.2% | +137.2% | -64.0% | +64.6% |
| All | +74.9% | +166.7% | -91.9% | +66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling