+22.7%
USB vs FTI
+732.9%
-710.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -1.0% |
| 7D | -1.5% | -8.0% | +6.5% | +0.5% |
| 30D | +4.3% | -11.9% | +16.2% | +7.3% |
| 3M | -6.1% | -11.0% | +5.0% | -3.8% |
| 6M | +9.4% | -17.8% | +27.2% | +13.8% |
| YTD | +15.2% | +38.5% | -23.3% | +3.7% |
| 1Y | +32.8% | +45.9% | -13.2% | +17.8% |
| 3Y | +91.3% | +181.8% | -90.5% | +38.9% |
| 5Y | +22.7% | +748.6% | -726.0% | -31.9% |
| All | +22.7% | +732.9% | -710.2% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling