+81.3%
USB vs FTI
+189.4%
-108.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.2% |
| 7D | +2.6% | +4.3% | -1.7% | +1.3% |
| 30D | +8.4% | -4.7% | +13.1% | +9.5% |
| 3M | -5.5% | -13.5% | +8.0% | -1.9% |
| 6M | +17.7% | -8.7% | +26.4% | +19.6% |
| YTD | +17.6% | +49.0% | -31.5% | +2.1% |
| 1Y | +33.9% | +54.0% | -20.1% | +15.1% |
| 3Y | +103.8% | +211.6% | -107.8% | +36.6% |
| 5Y | +25.6% | +881.9% | -856.3% | -44.2% |
| All | +81.3% | +189.4% | -108.1% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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