-19.9%
USAR vs FDX
+64.9%
-84.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.3% | -2.2% |
| 7D | +8.8% | +0.8% | +8.0% | +8.6% |
| 30D | -28.5% | +9.9% | -38.3% | -29.7% |
| 3M | -56.2% | -1.9% | -54.3% | -56.1% |
| 6M | -68.4% | +6.1% | -74.5% | -68.8% |
| YTD | -32.2% | +38.8% | -71.0% | -34.4% |
| 1Y | -52.3% | +50.0% | -102.3% | -54.0% |
| 3Y | -21.2% | +71.0% | -92.2% | -22.0% |
| All | -19.9% | +64.9% | -84.8% | -20.7% |
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