+98.3%
USB vs FTV
-3.2%
+101.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.3% |
| 7D | +1.4% | -4.5% | +5.9% | +3.9% |
| 30D | -1.3% | -7.1% | +5.8% | +2.5% |
| 3M | +15.2% | -7.2% | +22.4% | +19.2% |
| 6M | +18.8% | -1.5% | +20.3% | +18.7% |
| YTD | +21.0% | +3.5% | +17.5% | +16.8% |
| 1Y | +34.0% | +20.3% | +13.7% | +17.7% |
| All | +98.3% | -3.2% | +101.4% | +86.6% |
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 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