+75.4%
USAR vs FDS
-26.8%
+102.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | -0.8% |
| 7D | +2.3% | -5.4% | +7.7% | +1.0% |
| 30D | -8.6% | +1.6% | -10.2% | -8.1% |
| 3M | -20.5% | +17.7% | -38.2% | -16.3% |
| 6M | +1.2% | +29.1% | -27.9% | +8.9% |
| YTD | +48.4% | +1.0% | +47.4% | +54.2% |
| 1Y | +30.6% | -21.6% | +52.2% | +27.1% |
| 3Y | +73.6% | -30.1% | +103.8% | +67.1% |
| All | +75.4% | -26.8% | +102.1% | +68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling