+74.9%
USAR vs FICO
+12.9%
+62.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -16.7% | +16.2% | -0.9% |
| 7D | -2.1% | -19.2% | +17.1% | -2.6% |
| 30D | +2.6% | -14.6% | +17.2% | +2.3% |
| 3M | -35.0% | -20.1% | -14.9% | -35.9% |
| 6M | -6.9% | -36.3% | +29.4% | -6.5% |
| YTD | +48.0% | -44.9% | +92.8% | +52.3% |
| 1Y | +24.8% | -38.6% | +63.4% | +27.7% |
| 3Y | +73.2% | +4.0% | +69.3% | +78.6% |
| All | +74.9% | +12.9% | +62.0% | +80.5% |
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