-13.0%
USAR vs FICO
-12.4%
-0.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.7% | +3.8% | +6.5% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | -30.3% | +8.4% | -38.7% | -30.0% |
| 3M | -54.7% | -30.5% | -24.2% | -54.8% |
| 6M | -67.5% | -35.7% | -31.8% | -68.0% |
| YTD | -26.4% | -57.2% | +30.8% | -24.4% |
| 1Y | -49.5% | -58.4% | +8.9% | -47.7% |
| 3Y | -14.5% | -24.8% | +10.4% | -11.9% |
| All | -13.0% | -12.4% | -0.7% | -10.3% |
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