-19.9%
USAR vs FICO
-13.1%
-6.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.4% |
| 7D | +8.8% | +1.4% | +7.3% | +8.8% |
| 30D | -28.5% | -0.8% | -27.7% | -28.4% |
| 3M | -56.2% | -31.3% | -24.9% | -56.3% |
| 6M | -68.4% | -33.9% | -34.5% | -69.0% |
| YTD | -32.2% | -57.6% | +25.4% | -30.3% |
| 1Y | -52.3% | -59.7% | +7.3% | -50.4% |
| 3Y | -21.2% | -28.0% | +6.8% | -18.9% |
| All | -19.9% | -13.1% | -6.7% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling