-17.9%
USAR vs FIVE
+26.8%
-44.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.1% | +5.4% | +4.5% |
| 7D | +0.8% | -0.5% | +1.3% | +0.9% |
| 30D | -30.1% | +17.4% | -47.5% | -32.0% |
| 3M | -56.3% | +7.0% | -63.3% | -56.8% |
| 6M | -68.6% | +20.5% | -89.0% | -69.5% |
| YTD | -30.5% | +33.1% | -63.7% | -32.7% |
| 1Y | -53.5% | +67.1% | -120.6% | -55.6% |
| 3Y | -19.3% | +41.9% | -61.2% | -26.9% |
| All | -17.9% | +26.8% | -44.7% | -25.5% |
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