+91.7%
USB vs FFIV
+126.1%
-34.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | 0.0% | -8.1% | +8.1% | +3.0% |
| 30D | +5.8% | -33.4% | +39.2% | +21.1% |
| 3M | -6.0% | -24.7% | +18.8% | +2.1% |
| 6M | +7.8% | -8.8% | +16.6% | +7.5% |
| YTD | +14.6% | +21.8% | -7.2% | +0.1% |
| 1Y | +31.8% | +25.3% | +6.5% | +13.6% |
| 3Y | +91.5% | +101.2% | -9.6% | +30.9% |
| 5Y | +22.0% | +40.2% | -18.2% | -5.3% |
| All | +91.7% | +126.1% | -34.3% | +5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling