-19.7%
USAR vs FICO
-24.3%
+4.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.4% | +11.3% | +10.8% |
| 7D | -14.5% | -0.9% | -13.6% | -14.5% |
| 30D | -37.8% | +3.3% | -41.2% | -37.7% |
| 3M | -52.8% | -31.7% | -21.0% | -52.9% |
| 6M | -71.2% | -34.0% | -37.3% | -71.8% |
| YTD | -30.9% | -58.3% | +27.4% | -28.8% |
| 1Y | -48.0% | -57.9% | +9.9% | -46.3% |
| 3Y | -19.7% | -24.1% | +4.4% | -17.0% |
| All | -19.7% | -24.3% | +4.6% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling