-19.7%
USAR vs FN
+101.0%
-120.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +11.7% | -0.8% | +7.5% |
| 7D | -14.5% | 0.0% | -14.5% | -14.7% |
| 30D | -37.8% | -34.3% | -3.5% | -30.7% |
| 3M | -52.8% | -39.9% | -12.9% | -46.7% |
| 6M | -71.2% | -51.8% | -19.4% | -66.1% |
| YTD | -30.9% | -28.1% | -2.7% | -25.1% |
| 1Y | -48.0% | -29.1% | -18.9% | -43.4% |
| 3Y | -19.7% | +102.4% | -122.1% | -19.8% |
| All | -19.7% | +101.0% | -120.7% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling