-21.4%
USAR vs FITB
+126.9%
-148.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.3% | -9.3% | -9.5% |
| 7D | -9.1% | +0.5% | -9.6% | -9.1% |
| 30D | -36.9% | +7.0% | -44.0% | -38.2% |
| 3M | -58.4% | -4.4% | -54.0% | -57.9% |
| 6M | -70.6% | +11.6% | -82.2% | -71.7% |
| YTD | -33.4% | +18.6% | -52.1% | -37.0% |
| 1Y | -54.0% | +29.8% | -83.9% | -57.2% |
| 3Y | -22.7% | +140.7% | -163.3% | -29.0% |
| All | -21.4% | +126.9% | -148.3% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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