-14.5%
USAR vs FDX
+70.4%
-84.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.5% | +3.0% | +5.8% |
| 7D | -1.1% | +0.2% | -1.3% | -1.1% |
| 30D | -30.3% | +9.3% | -39.6% | -31.5% |
| 3M | -54.7% | +0.5% | -55.2% | -54.8% |
| 6M | -67.5% | +5.3% | -72.8% | -67.9% |
| YTD | -26.4% | +38.6% | -65.0% | -29.0% |
| 1Y | -49.5% | +53.5% | -103.1% | -51.4% |
| 3Y | -14.5% | +74.2% | -88.7% | -15.1% |
| All | -14.5% | +70.4% | -84.9% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling