+59.3%
USAR vs FLR
+77.3%
-18.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.3% | -3.6% | -5.3% |
| 7D | -9.3% | -6.9% | -2.5% | -7.3% |
| 30D | -15.2% | +1.1% | -16.3% | -15.5% |
| 3M | -21.1% | +14.3% | -35.4% | -23.6% |
| 6M | -21.6% | +19.1% | -40.7% | -24.3% |
| YTD | +34.8% | +35.1% | -0.3% | +27.9% |
| 1Y | +15.6% | +29.5% | -13.8% | +11.7% |
| 3Y | +57.7% | +53.0% | +4.7% | +48.1% |
| All | +59.3% | +77.3% | -18.0% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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