-80.3%
FIG vs USAR
+57.1%
-137.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.3% | -6.0% | -5.7% |
| 7D | -16.4% | +2.3% | -18.7% | -16.5% |
| 30D | -2.3% | -8.6% | +6.3% | -1.9% |
| 3M | +7.8% | -20.5% | +28.3% | +9.2% |
| 6M | -21.8% | +1.2% | -23.1% | -23.5% |
| YTD | -39.1% | +48.4% | -87.5% | -44.3% |
| 1Y | -56.6% | +30.6% | -87.3% | -61.0% |
| All | -80.3% | +57.1% | -137.4% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling