-17.9%
USAR vs FICO
-11.7%
-6.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.4% |
| 7D | +0.8% | +4.0% | -3.2% | +0.9% |
| 30D | -30.1% | -1.5% | -28.6% | -30.0% |
| 3M | -56.3% | -29.8% | -26.5% | -56.4% |
| 6M | -68.6% | -33.3% | -35.3% | -69.1% |
| YTD | -30.5% | -56.9% | +26.3% | -28.6% |
| 1Y | -53.5% | -59.5% | +6.0% | -51.5% |
| 3Y | -19.3% | -26.9% | +7.6% | -16.9% |
| All | -17.9% | -11.7% | -6.2% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling