+134.4%
USB vs FTV
+90.8%
+43.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.3% |
| 7D | +1.4% | -4.5% | +5.9% | +4.3% |
| 30D | -1.3% | -7.1% | +5.8% | +3.1% |
| 3M | +15.2% | -7.2% | +22.4% | +19.9% |
| 6M | +18.8% | -1.5% | +20.3% | +18.8% |
| YTD | +21.0% | +3.5% | +17.5% | +16.3% |
| 1Y | +34.0% | +20.3% | +13.7% | +16.6% |
| 3Y | +95.3% | -3.1% | +98.4% | +92.1% |
| 5Y | +40.4% | +2.3% | +38.0% | +30.9% |
| 10Y | +107.3% | +76.3% | +31.0% | +44.7% |
| All | +134.4% | +90.8% | +43.6% | +59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling