+92.5%
USB vs FFIV
+102.8%
-10.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.5% | +3.4% | -0.8% |
| 7D | -1.5% | -14.2% | +12.8% | +2.0% |
| 30D | +4.3% | -33.6% | +37.9% | +13.9% |
| 3M | -6.1% | -24.2% | +18.1% | -1.5% |
| 6M | +9.4% | -8.3% | +17.7% | +7.6% |
| YTD | +15.2% | +22.1% | -7.0% | +1.7% |
| 1Y | +32.8% | +26.5% | +6.3% | +15.6% |
| All | +92.5% | +102.8% | -10.3% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling