-83.7%
FIG vs USAR
-26.8%
-56.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.8% | -8.8% | +1.3% |
| 7D | -13.1% | -14.5% | +1.4% | -12.3% |
| 30D | -13.0% | -37.8% | +24.8% | -10.6% |
| 3M | -21.5% | -52.8% | +31.2% | -18.2% |
| 6M | -2.5% | -71.2% | +68.8% | +5.2% |
| YTD | -49.7% | -30.9% | -18.8% | -51.9% |
| 1Y | -59.1% | -48.0% | -11.1% | -59.9% |
| All | -83.7% | -26.8% | -56.9% | -84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling