+54.5%
USAR vs FTV
-0.6%
+55.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.0% |
| 7D | -11.6% | -4.0% | -7.7% | -11.3% |
| 30D | -15.5% | -11.0% | -4.5% | -14.6% |
| 3M | -31.0% | -8.4% | -22.6% | -30.4% |
| 6M | -26.2% | -2.6% | -23.7% | -26.1% |
| YTD | +30.8% | -0.6% | +31.4% | +31.0% |
| 1Y | +7.1% | +11.0% | -3.9% | +6.3% |
| 3Y | +53.0% | -6.3% | +59.3% | +55.4% |
| All | +54.5% | -0.6% | +55.1% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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