-19.9%
USAR vs FN
+170.3%
-190.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.8% | -1.3% |
| 7D | +8.8% | +20.8% | -12.0% | +3.8% |
| 30D | -28.5% | -17.3% | -11.2% | -25.3% |
| 3M | -56.2% | -38.1% | -18.0% | -51.5% |
| 6M | -68.4% | -44.2% | -24.2% | -64.5% |
| YTD | -32.2% | -22.3% | -9.9% | -28.3% |
| 1Y | -52.3% | -20.9% | -31.4% | -49.4% |
| 3Y | -21.2% | +111.1% | -132.3% | -21.8% |
| All | -19.9% | +170.3% | -190.2% | -20.6% |
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