-49.8%
USAR vs FLUT
-63.1%
+13.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.3% | -3.5% | -5.7% |
| 7D | -21.8% | +4.2% | -25.9% | -22.1% |
| 30D | -39.9% | +8.0% | -47.9% | -40.5% |
| 3M | -52.5% | -22.1% | -30.5% | -51.3% |
| 6M | -67.9% | -21.7% | -46.2% | -67.4% |
| YTD | -31.1% | -62.0% | +30.9% | -2.5% |
| 1Y | -49.8% | -63.2% | +13.3% | -26.7% |
| All | -49.8% | -63.1% | +13.3% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 1y: compounded portfolio wealth divided by compounded FLUT 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…
1y analysis · Full analysis span regression · 6 months rolling