-18.3%
USAR vs FGI
-24.7%
+6.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.8% | +11.6% | +10.9% |
| 7D | -14.5% | -7.0% | -7.5% | -14.2% |
| 30D | -37.8% | -4.2% | -33.6% | -37.7% |
| 3M | -52.8% | +55.6% | -108.4% | -55.3% |
| 6M | -71.2% | -3.2% | -68.1% | -72.2% |
| YTD | -30.9% | +29.1% | -60.0% | -36.6% |
| 1Y | -48.0% | +51.0% | -99.0% | -52.7% |
| 3Y | -19.7% | +1.5% | -21.2% | -27.2% |
| All | -18.3% | -24.7% | +6.4% | -25.8% |
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