-54.0%
USAR vs FLUT
-63.4%
+9.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.6% | -10.2% | -9.6% |
| 7D | -9.1% | -1.5% | -7.6% | -9.0% |
| 30D | -36.9% | +3.4% | -40.4% | -37.2% |
| 3M | -58.4% | -12.5% | -45.9% | -57.8% |
| 6M | -70.6% | -18.5% | -52.2% | -70.5% |
| YTD | -33.4% | -61.6% | +28.2% | -6.2% |
| 1Y | -54.0% | -64.1% | +10.1% | -31.0% |
| All | -54.0% | -63.4% | +9.4% | -31.0% |
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