+69.4%
USAR vs FIS
-29.9%
+99.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.4% | 0.0% | -4.2% |
| 7D | -4.4% | -9.1% | +4.6% | -6.5% |
| 30D | -10.4% | -10.4% | 0.0% | -12.7% |
| 3M | -18.4% | -3.7% | -14.7% | -18.7% |
| 6M | -8.8% | -24.8% | +15.9% | -13.0% |
| YTD | +43.4% | -41.6% | +84.9% | +32.0% |
| 1Y | +21.0% | -42.7% | +63.7% | +10.8% |
| 3Y | +67.7% | -26.2% | +94.0% | +53.8% |
| All | +69.4% | -29.9% | +99.4% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 10y: compounded portfolio wealth divided by compounded FIS 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…
10y analysis · Full analysis span regression · 6 months rolling