+31.8%
USB vs FTV
+29.5%
+2.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | 0.0% | +0.2% | -0.2% | -0.1% |
| 30D | +5.8% | +15.7% | -9.8% | +0.6% |
| 3M | -6.0% | +7.5% | -13.5% | -8.3% |
| 6M | +7.8% | +8.5% | -0.7% | +4.4% |
| YTD | +14.6% | +18.8% | -4.2% | +7.9% |
| 1Y | +31.8% | +28.5% | +3.2% | +16.6% |
| All | +31.8% | +29.5% | +2.3% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling