-18.3%
USAR vs FE
+33.9%
-52.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.4% | +12.3% | +10.7% |
| 7D | -14.5% | -1.0% | -13.5% | -14.6% |
| 30D | -37.8% | +4.1% | -42.0% | -37.6% |
| 3M | -52.8% | -1.0% | -51.7% | -52.8% |
| 6M | -71.2% | +4.0% | -75.2% | -71.3% |
| YTD | -30.9% | +6.8% | -37.7% | -32.3% |
| 1Y | -48.0% | +5.3% | -53.3% | -48.8% |
| 3Y | -19.7% | +44.6% | -64.3% | -23.6% |
| All | -18.3% | +33.9% | -52.2% | -22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling