-19.9%
USAR vs FIVE
+25.0%
-44.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -0.9% | -2.1% |
| 7D | +8.8% | +2.4% | +6.3% | +8.3% |
| 30D | -28.5% | +15.8% | -44.3% | -30.3% |
| 3M | -56.2% | +3.8% | -59.9% | -56.5% |
| 6M | -68.4% | +18.5% | -87.0% | -69.3% |
| YTD | -32.2% | +31.2% | -63.4% | -34.1% |
| 1Y | -52.3% | +61.8% | -114.1% | -54.3% |
| 3Y | -21.2% | +39.9% | -61.1% | -28.4% |
| All | -19.9% | +25.0% | -44.8% | -27.0% |
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