+25.2%
USAR vs FLUT
-65.1%
+90.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +2.3% | +3.8% | -1.5% | +1.7% |
| 30D | -8.6% | +6.3% | -14.9% | -9.3% |
| 3M | -20.5% | -4.0% | -16.4% | -21.0% |
| 6M | +1.2% | -10.3% | +11.5% | +3.1% |
| YTD | +48.4% | -53.2% | +101.6% | +106.6% |
| All | +25.2% | -65.1% | +90.3% | +112.5% |
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