-19.0%
USAR vs FTV
+23.5%
-42.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.8% | +3.9% | -4.7% | -1.2% |
| 30D | -20.9% | +18.7% | -39.6% | -22.3% |
| 3M | -56.2% | +10.0% | -66.2% | -56.6% |
| 6M | -67.9% | +14.6% | -82.5% | -68.4% |
| YTD | -31.4% | +23.4% | -54.9% | -32.8% |
| 1Y | -45.1% | +31.3% | -76.3% | -46.4% |
| 3Y | -20.3% | +39.8% | -60.1% | -20.8% |
| All | -19.0% | +23.5% | -42.5% | -19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling