-20.3%
USAR vs FE
+50.7%
-71.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.2% |
| 7D | -0.8% | +1.2% | -2.0% | -0.7% |
| 30D | -20.9% | +4.5% | -25.5% | -20.5% |
| 3M | -56.2% | +1.3% | -57.5% | -56.1% |
| 6M | -67.9% | +8.7% | -76.6% | -68.0% |
| YTD | -31.4% | +9.2% | -40.6% | -33.0% |
| 1Y | -45.1% | +7.0% | -52.0% | -45.9% |
| 3Y | -20.3% | +51.4% | -71.7% | -24.7% |
| All | -20.3% | +50.7% | -71.0% | -24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling