+53.0%
USAR vs FRSH
-46.4%
+99.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.0% |
| 7D | -11.6% | -6.6% | -5.0% | -11.4% |
| 30D | -15.5% | +2.1% | -17.6% | -15.6% |
| 3M | -31.0% | +29.0% | -60.0% | -32.2% |
| 6M | -26.2% | +48.6% | -74.8% | -28.1% |
| YTD | +30.8% | -2.9% | +33.7% | +29.8% |
| 1Y | +7.1% | -7.9% | +15.0% | +6.1% |
| 3Y | +53.0% | -46.5% | +99.5% | +52.2% |
| All | +53.0% | -46.4% | +99.4% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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