-19.0%
USAR vs FGI
-35.5%
+16.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -25.2% | +26.3% | +2.3% |
| 7D | -0.8% | -14.4% | +13.6% | -0.3% |
| 30D | -20.9% | -11.8% | -9.2% | -20.6% |
| 3M | -56.2% | -46.2% | -9.9% | -55.2% |
| 6M | -67.9% | +5.2% | -73.1% | -69.2% |
| YTD | -31.4% | +10.5% | -42.0% | -36.8% |
| 1Y | -45.1% | +25.5% | -70.5% | -49.7% |
| 3Y | -20.3% | -16.0% | -4.3% | -27.4% |
| All | -19.0% | -35.5% | +16.6% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 5y: compounded portfolio wealth divided by compounded FGI 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…
5y analysis · Full analysis span regression · 6 months rolling