-19.9%
USAR vs FGI
-13.9%
-6.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.2% | -8.5% | -2.6% |
| 7D | +8.8% | +13.5% | -4.7% | +8.1% |
| 30D | -28.5% | +17.1% | -45.6% | -29.0% |
| 3M | -56.2% | +78.0% | -134.2% | -58.8% |
| 6M | -68.4% | +46.4% | -114.8% | -70.1% |
| YTD | -32.2% | +47.7% | -79.9% | -38.2% |
| 1Y | -52.3% | +56.8% | -109.1% | -56.7% |
| 3Y | -21.2% | +12.3% | -33.5% | -29.0% |
| All | -19.9% | -13.9% | -6.0% | -27.7% |
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