-19.0%
USAR vs FND
-56.8%
+37.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.6% |
| 7D | -0.8% | -6.8% | +6.0% | +0.7% |
| 30D | -20.9% | +8.0% | -28.9% | -22.1% |
| 3M | -56.2% | -18.9% | -37.2% | -54.4% |
| 6M | -67.9% | +4.7% | -72.6% | -68.2% |
| YTD | -31.4% | -21.6% | -9.8% | -29.9% |
| 1Y | -45.1% | -22.0% | -23.0% | -43.9% |
| 3Y | -20.3% | -40.4% | +20.1% | -17.0% |
| All | -19.0% | -56.8% | +37.8% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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