+74.9%
USAR vs FTV
+3.5%
+71.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -2.1% | -4.5% | +2.4% | -1.7% |
| 30D | +2.6% | -7.1% | +9.7% | +3.3% |
| 3M | -35.0% | -7.2% | -27.9% | -34.5% |
| 6M | -6.9% | -1.5% | -5.4% | -7.1% |
| YTD | +48.0% | +3.5% | +44.5% | +47.7% |
| 1Y | +24.8% | +20.3% | +4.5% | +23.1% |
| 3Y | +73.2% | -3.1% | +76.4% | +75.2% |
| All | +74.9% | +3.5% | +71.3% | +76.9% |
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