+439.2%
USB vs FFIV
+6,333.6%
-5,894.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +2.4% | -9.8% | +12.2% | +3.7% |
| 30D | +6.6% | -28.1% | +34.7% | +10.7% |
| 3M | -4.1% | -20.0% | +15.9% | -1.9% |
| 6M | +12.5% | -0.1% | +12.5% | +11.6% |
| YTD | +17.6% | +29.2% | -11.5% | +12.6% |
| 1Y | +36.5% | +36.6% | -0.1% | +29.7% |
| 3Y | +95.4% | +114.0% | -18.6% | +74.9% |
| 5Y | +26.1% | +48.1% | -22.0% | +17.6% |
| 10Y | +101.3% | +142.9% | -41.7% | +75.7% |
| All | +439.2% | +6,333.6% | -5,894.4% | +213.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling