-19.0%
USAR vs FTI
+292.6%
-311.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -0.9% | +1.1% |
| 7D | -0.8% | +4.3% | -5.1% | -0.8% |
| 30D | -20.9% | -4.7% | -16.3% | -21.0% |
| 3M | -56.2% | -13.5% | -42.6% | -56.3% |
| 6M | -67.9% | -8.7% | -59.2% | -68.0% |
| YTD | -31.4% | +49.0% | -80.4% | -28.8% |
| 1Y | -45.1% | +54.0% | -99.1% | -42.6% |
| 3Y | -20.3% | +211.6% | -231.9% | -11.6% |
| All | -19.0% | +292.6% | -311.6% | -9.9% |
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