+89.2%
USB vs FTI
+185.2%
-96.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.3% |
| 7D | +0.8% | -4.3% | +5.1% | +2.0% |
| 30D | +6.8% | -8.0% | +14.8% | +9.0% |
| 3M | -3.8% | -8.0% | +4.3% | -2.0% |
| 6M | +11.7% | -8.7% | +20.4% | +13.4% |
| YTD | +17.5% | +43.9% | -26.4% | +3.2% |
| 1Y | +33.8% | +49.8% | -16.0% | +15.9% |
| 3Y | +104.2% | +211.7% | -107.5% | +36.7% |
| 5Y | +26.4% | +781.6% | -755.1% | -42.0% |
| 10Y | +89.2% | +180.2% | -91.0% | -7.7% |
| All | +89.2% | +185.2% | -96.0% | -7.7% |
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