+607.6%
FIX vs USAR
-18.3%
+626.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.4% | +0.7% | +4.7% |
| 7D | +6.4% | +0.8% | +5.7% | +6.4% |
| 30D | -29.1% | -30.1% | +1.0% | -27.1% |
| 3M | -31.1% | -56.3% | +25.1% | -27.0% |
| 6M | -42.8% | -68.6% | +25.8% | -38.5% |
| YTD | +24.6% | -30.5% | +55.2% | +29.9% |
| 1Y | +21.9% | -53.5% | +75.4% | +27.7% |
| 3Y | +524.9% | -19.3% | +544.2% | +642.1% |
| All | +607.6% | -18.3% | +626.0% | +787.2% |
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