+578.2%
FIX vs USAR
-13.4%
+591.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +6.5% | +2.9% | +8.9% |
| 7D | -7.2% | -1.1% | -6.2% | -7.1% |
| 30D | -35.1% | -30.3% | -4.9% | -33.3% |
| 3M | -34.3% | -54.7% | +20.4% | -30.5% |
| 6M | -42.9% | -67.5% | +24.6% | -38.9% |
| YTD | +19.5% | -26.4% | +45.8% | +23.9% |
| 1Y | +16.8% | -49.5% | +66.3% | +21.7% |
| 3Y | +506.7% | -14.5% | +521.2% | +617.2% |
| All | +578.2% | -13.4% | +591.6% | +746.3% |
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