+519.8%
FIX vs USAR
-18.7%
+538.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +10.8% | -5.4% | +4.5% |
| 7D | -17.5% | -14.5% | -3.0% | -16.4% |
| 30D | -41.6% | -37.8% | -3.7% | -39.4% |
| 3M | -40.6% | -52.8% | +12.2% | -37.4% |
| 6M | -49.4% | -71.2% | +21.9% | -45.3% |
| YTD | +9.2% | -30.9% | +40.1% | +13.8% |
| 1Y | +6.5% | -48.0% | +54.5% | +11.5% |
| 3Y | +448.7% | -19.7% | +468.4% | +552.0% |
| All | +519.8% | -18.7% | +538.6% | +677.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling