+75.4%
USAR vs FTV
+2.7%
+72.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.4% |
| 7D | +2.3% | -0.4% | +2.7% | +2.3% |
| 30D | -8.6% | -8.3% | -0.3% | -7.9% |
| 3M | -20.5% | -7.4% | -13.1% | -19.9% |
| 6M | +1.2% | -1.2% | +2.4% | +1.0% |
| YTD | +48.4% | +2.7% | +45.7% | +48.2% |
| 1Y | +30.6% | +18.4% | +12.2% | +29.0% |
| 3Y | +73.6% | -2.0% | +75.7% | +75.8% |
| All | +75.4% | +2.7% | +72.6% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling