-18.3%
USAR vs FLUT
-59.2%
+40.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.5% | +12.4% | +10.9% |
| 7D | -14.5% | -1.1% | -13.4% | -14.5% |
| 30D | -37.8% | +7.7% | -45.5% | -38.2% |
| 3M | -52.8% | -12.2% | -40.6% | -52.4% |
| 6M | -71.2% | -17.6% | -53.7% | -71.1% |
| YTD | -30.9% | -62.0% | +31.1% | -25.4% |
| 1Y | -48.0% | -62.3% | +14.3% | -43.6% |
| 3Y | -19.7% | -52.0% | +32.3% | -12.1% |
| All | -18.3% | -59.2% | +40.8% | -10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling