+22.7%
USB vs FFIV
+39.3%
-16.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.5% | +3.4% | -0.5% |
| 7D | -1.5% | -14.2% | +12.8% | +3.1% |
| 30D | +4.3% | -33.6% | +37.9% | +16.8% |
| 3M | -6.1% | -24.2% | +18.1% | +0.1% |
| 6M | +9.4% | -8.3% | +17.7% | +8.2% |
| YTD | +15.2% | +22.1% | -7.0% | +1.0% |
| 1Y | +32.8% | +26.5% | +6.3% | +14.7% |
| 3Y | +91.3% | +102.3% | -11.0% | +33.1% |
| 5Y | +22.7% | +40.6% | -18.0% | -10.8% |
| All | +22.7% | +39.3% | -16.6% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling