+75.4%
USAR vs FLUT
-49.7%
+125.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +2.3% | +3.8% | -1.5% | +2.1% |
| 30D | -8.6% | +6.3% | -14.9% | -9.0% |
| 3M | -20.5% | -4.0% | -16.4% | -20.7% |
| 6M | +1.2% | -10.3% | +11.5% | +1.6% |
| YTD | +48.4% | -53.2% | +101.6% | +58.1% |
| 1Y | +30.6% | -65.0% | +95.7% | +41.0% |
| 3Y | +73.6% | -43.9% | +117.5% | +87.8% |
| All | +75.4% | -49.7% | +125.0% | +89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling