-13.0%
USAR vs FIVE
+28.3%
-41.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.6% | +0.9% | +5.5% |
| 7D | -1.1% | +6.2% | -7.3% | -2.1% |
| 30D | -30.3% | +18.2% | -48.4% | -32.3% |
| 3M | -54.7% | +3.8% | -58.5% | -55.0% |
| 6M | -67.5% | +13.7% | -81.2% | -68.3% |
| YTD | -26.4% | +34.7% | -61.1% | -28.8% |
| 1Y | -49.5% | +66.6% | -116.2% | -51.9% |
| 3Y | -14.5% | +44.3% | -58.7% | -22.7% |
| All | -13.0% | +28.3% | -41.3% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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