-19.0%
USAR vs FIVE
+24.7%
-43.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -0.8% | +2.7% | -3.4% | -1.2% |
| 30D | -20.9% | +12.7% | -33.6% | -22.5% |
| 3M | -56.2% | +2.1% | -58.2% | -56.3% |
| 6M | -67.9% | +17.5% | -85.4% | -68.8% |
| YTD | -31.4% | +31.0% | -62.4% | -33.3% |
| 1Y | -45.1% | +67.7% | -112.8% | -47.5% |
| 3Y | -20.3% | +43.4% | -63.7% | -27.6% |
| All | -19.0% | +24.7% | -43.7% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling