+590.1%
USB vs FTI
+2,165.1%
-1,575.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +1.4% | +5.3% | -3.8% | -0.2% |
| 30D | -1.3% | +15.3% | -16.6% | -5.7% |
| 3M | +15.2% | +15.8% | -0.5% | +9.5% |
| 6M | +18.8% | +22.6% | -3.7% | +10.5% |
| YTD | +21.0% | +79.5% | -58.5% | -0.2% |
| 1Y | +34.0% | +102.0% | -68.0% | +6.2% |
| 3Y | +95.3% | +315.8% | -220.5% | +19.9% |
| 5Y | +40.4% | +1,129.5% | -1,089.1% | -42.0% |
| 10Y | +107.3% | +320.9% | -213.6% | +1.4% |
| All | +590.1% | +2,165.1% | -1,575.1% | +84.6% |
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