+92.7%
USB vs FTV
+109.7%
-17.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.2% | +0.5% |
| 7D | -1.5% | -0.6% | -0.8% | -1.1% |
| 30D | +4.3% | +13.0% | -8.7% | -3.5% |
| 3M | -6.1% | +6.8% | -12.9% | -10.2% |
| 6M | +9.4% | +8.0% | +1.4% | +3.3% |
| YTD | +15.2% | +18.9% | -3.7% | +1.1% |
| 1Y | +32.8% | +30.8% | +1.9% | +9.5% |
| 3Y | +91.3% | +33.4% | +57.9% | +53.1% |
| 5Y | +22.7% | +12.7% | +10.0% | +7.6% |
| All | +92.7% | +109.7% | -17.0% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling