+31.1%
USB vs FTI
+50.7%
-19.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | +1.2% | +5.4% | -4.2% | +0.7% |
| 30D | +6.3% | -8.2% | +14.5% | +7.1% |
| 3M | -6.1% | -13.7% | +7.6% | -4.7% |
| 6M | +13.0% | -11.2% | +24.2% | +14.3% |
| YTD | +16.6% | +46.0% | -29.4% | +1.9% |
| 1Y | +31.1% | +51.8% | -20.7% | +10.2% |
| All | +31.1% | +50.7% | -19.6% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling