+570.8%
USB vs FTI
+1,729.9%
-1,159.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.3% | +2.9% |
| 7D | +2.4% | -9.7% | +12.1% | +5.4% |
| 30D | +6.6% | -8.2% | +14.8% | +9.0% |
| 3M | -4.1% | -7.8% | +3.7% | -2.3% |
| 6M | +12.5% | -13.4% | +25.9% | +16.1% |
| YTD | +17.6% | +45.1% | -27.4% | +3.1% |
| 1Y | +36.5% | +54.6% | -18.1% | +17.2% |
| 3Y | +95.4% | +195.2% | -99.8% | +33.0% |
| 5Y | +26.1% | +792.3% | -766.2% | -42.4% |
| 10Y | +101.3% | +193.7% | -92.4% | +9.7% |
| All | +570.8% | +1,729.9% | -1,159.1% | +90.6% |
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