+54.5%
USAR vs FTI
+352.4%
-297.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.0% |
| 7D | -11.6% | -4.4% | -7.3% | -11.8% |
| 30D | -15.5% | +1.5% | -17.0% | -15.4% |
| 3M | -31.0% | +8.2% | -39.2% | -30.7% |
| 6M | -26.2% | +18.8% | -45.0% | -25.8% |
| YTD | +30.8% | +71.7% | -40.9% | +36.4% |
| 1Y | +7.1% | +90.0% | -83.0% | +14.0% |
| 3Y | +53.0% | +270.5% | -217.5% | +70.4% |
| All | +54.5% | +352.4% | -297.8% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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