+83.6%
USB vs FTI
+180.1%
-96.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.5% |
| 7D | -0.5% | +1.4% | -1.9% | -1.0% |
| 30D | +5.7% | -6.3% | +12.0% | +7.3% |
| 3M | -4.7% | -13.1% | +8.4% | -1.1% |
| 6M | +13.4% | -8.0% | +21.4% | +14.9% |
| YTD | +17.0% | +47.1% | -30.1% | +2.1% |
| 1Y | +32.4% | +50.7% | -18.3% | +14.5% |
| 3Y | +101.7% | +209.0% | -107.3% | +35.5% |
| 5Y | +24.4% | +847.0% | -822.6% | -44.1% |
| 10Y | +83.6% | +184.3% | -100.7% | -10.8% |
| All | +83.6% | +180.1% | -96.5% | -10.8% |
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