-19.9%
USAR vs FDS
-15.9%
-3.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.4% | -2.6% |
| 7D | +8.8% | -2.6% | +11.3% | +8.1% |
| 30D | -28.5% | +14.1% | -42.5% | -26.1% |
| 3M | -56.2% | +19.8% | -75.9% | -54.1% |
| 6M | -68.4% | +55.0% | -123.4% | -64.8% |
| YTD | -32.2% | +15.9% | -48.1% | -27.2% |
| 1Y | -52.3% | +24.2% | -76.5% | -47.8% |
| 3Y | -21.2% | -24.0% | +2.8% | -21.7% |
| All | -19.9% | -15.9% | -3.9% | -20.3% |
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