+69.4%
USAR vs FDS
-29.3%
+98.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.4% | 0.0% | -4.2% |
| 7D | -4.4% | -8.8% | +4.4% | -6.5% |
| 30D | -10.4% | -1.4% | -9.0% | -10.5% |
| 3M | -18.4% | +13.9% | -32.3% | -14.8% |
| 6M | -8.8% | +27.4% | -36.2% | -2.3% |
| YTD | +43.4% | -2.5% | +45.8% | +47.7% |
| 1Y | +21.0% | -23.8% | +44.8% | +16.9% |
| 3Y | +67.7% | -32.5% | +100.2% | +60.1% |
| All | +69.4% | -29.3% | +98.7% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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