+556.8%
USB vs FTI
+1,647.4%
-1,090.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -0.7% |
| 7D | -1.5% | -8.0% | +6.5% | +0.9% |
| 30D | +4.3% | -11.9% | +16.2% | +8.0% |
| 3M | -6.1% | -11.0% | +5.0% | -3.3% |
| 6M | +9.4% | -17.8% | +27.2% | +14.7% |
| YTD | +15.2% | +38.5% | -23.3% | +2.3% |
| 1Y | +32.8% | +45.9% | -13.2% | +16.0% |
| 3Y | +91.3% | +181.8% | -90.5% | +32.1% |
| 5Y | +22.7% | +748.6% | -726.0% | -43.1% |
| 10Y | +97.0% | +180.4% | -83.4% | +8.9% |
| All | +556.8% | +1,647.4% | -1,090.6% | +89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling