+73.2%
USAR vs FLUT
-41.5%
+114.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.3% |
| 7D | -2.1% | -1.6% | -0.5% | -2.0% |
| 30D | +2.6% | +7.7% | -5.1% | +2.2% |
| 3M | -35.0% | -0.7% | -34.3% | -35.5% |
| 6M | -6.9% | -11.2% | +4.3% | -6.4% |
| YTD | +48.0% | -53.4% | +101.4% | +57.9% |
| 1Y | +24.8% | -65.8% | +90.6% | +35.0% |
| All | +73.2% | -41.5% | +114.7% | +87.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling