+41.2%
USB vs FFIV
+91.3%
-50.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.1% |
| 7D | +1.4% | -1.0% | +2.4% | +1.7% |
| 30D | -1.3% | -5.1% | +3.8% | +0.2% |
| 3M | +15.2% | -4.5% | +19.7% | +16.3% |
| 6M | +18.8% | +36.5% | -17.6% | +4.8% |
| YTD | +21.0% | +53.0% | -32.0% | +1.7% |
| 1Y | +34.0% | +24.2% | +9.8% | +21.2% |
| 3Y | +95.3% | +137.2% | -41.9% | +35.2% |
| All | +41.2% | +91.3% | -50.1% | +1.0% |
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 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