+75.4%
USAR vs FE
+34.0%
+41.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.2% |
| 7D | +2.3% | +0.6% | +1.7% | +2.4% |
| 30D | -8.6% | -2.1% | -6.5% | -8.8% |
| 3M | -20.5% | +2.6% | -23.1% | -20.6% |
| 6M | +1.2% | -6.8% | +8.0% | +2.3% |
| YTD | +48.4% | +6.9% | +41.5% | +45.3% |
| 1Y | +30.6% | +11.6% | +19.1% | +27.0% |
| 3Y | +73.6% | +47.7% | +25.9% | +65.3% |
| All | +75.4% | +34.0% | +41.4% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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