-19.0%
USAR vs FN
+150.6%
-169.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.3% | +8.4% | +3.0% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | -20.9% | -16.5% | -4.4% | -17.6% |
| 3M | -56.2% | -42.1% | -14.0% | -50.6% |
| 6M | -67.9% | -52.9% | -15.0% | -62.6% |
| YTD | -31.4% | -28.0% | -3.5% | -26.1% |
| 1Y | -45.1% | -18.5% | -26.5% | -41.3% |
| 3Y | -20.3% | +93.9% | -114.2% | -19.4% |
| All | -19.0% | +150.6% | -169.5% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling