+96.6%
USB vs FTV
+39.2%
+57.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.4% | +0.7% |
| 7D | +2.4% | +6.6% | -4.2% | -0.9% |
| 30D | +6.6% | +19.1% | -12.5% | -2.7% |
| 3M | -4.1% | +13.1% | -17.2% | -10.2% |
| 6M | +12.5% | +14.0% | -1.5% | +4.3% |
| YTD | +17.6% | +24.2% | -6.6% | +3.1% |
| 1Y | +36.5% | +36.4% | +0.1% | +12.8% |
| All | +96.6% | +39.2% | +57.4% | +45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling