+224.5%
USO vs FTV
-3.0%
+227.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.3% | +7.9% | +5.7% |
| 7D | +11.5% | -5.2% | +16.7% | +11.7% |
| 30D | +24.1% | -11.5% | +35.6% | +24.7% |
| 3M | +17.9% | -9.0% | +27.0% | +18.0% |
| 6M | +49.6% | -2.0% | +51.6% | +48.4% |
| YTD | +129.0% | -0.9% | +129.9% | +126.4% |
| 1Y | +112.0% | +14.8% | +97.2% | +105.2% |
| 3Y | +102.3% | -5.5% | +107.8% | +99.5% |
| 5Y | +224.5% | -1.9% | +226.4% | +249.7% |
| All | +224.5% | -3.0% | +227.5% | +249.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling