+69.4%
USAR vs FDX
+59.1%
+10.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -3.1% |
| 7D | -4.4% | -2.3% | -2.1% | -4.0% |
| 30D | -10.4% | -4.9% | -5.5% | -9.7% |
| 3M | -18.4% | -6.5% | -11.9% | -17.5% |
| 6M | -8.8% | +6.7% | -15.5% | -9.8% |
| YTD | +43.4% | +33.9% | +9.5% | +39.6% |
| 1Y | +21.0% | +72.2% | -51.2% | +17.2% |
| 3Y | +67.7% | +60.2% | +7.5% | +67.2% |
| All | +69.4% | +59.1% | +10.3% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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