-45.1%
USAR vs FICO
-59.4%
+14.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.2% |
| 7D | -0.8% | +2.2% | -3.0% | -0.4% |
| 30D | -20.9% | +0.1% | -21.0% | -20.6% |
| 3M | -56.2% | -35.2% | -21.0% | -60.4% |
| 6M | -67.9% | -32.4% | -35.5% | -70.2% |
| YTD | -31.4% | -57.4% | +26.0% | -40.7% |
| 1Y | -45.1% | -58.5% | +13.5% | -49.8% |
| All | -45.1% | -59.4% | +14.4% | -49.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling