-26.3%
USAR vs FICO
-14.3%
-12.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +0.9% | -10.4% | -9.5% |
| 7D | -29.5% | -0.3% | -29.2% | -29.5% |
| 30D | -46.0% | +1.7% | -47.7% | -45.9% |
| 3M | -56.8% | -35.2% | -21.6% | -57.0% |
| 6M | -72.9% | -33.7% | -39.3% | -73.4% |
| YTD | -37.6% | -58.2% | +20.5% | -35.9% |
| 1Y | -56.0% | -56.6% | +0.6% | -54.9% |
| 3Y | -27.5% | -24.0% | -3.6% | -25.4% |
| All | -26.3% | -14.3% | -12.0% | -24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling