-21.2%
USAR vs FTI
+205.9%
-227.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.6% | -2.4% |
| 7D | +8.8% | +5.4% | +3.4% | +8.8% |
| 30D | -28.5% | -8.2% | -20.3% | -28.6% |
| 3M | -56.2% | -13.7% | -42.5% | -56.3% |
| 6M | -68.4% | -11.2% | -57.2% | -68.5% |
| YTD | -32.2% | +46.0% | -78.2% | -29.2% |
| 1Y | -52.3% | +51.8% | -104.1% | -49.8% |
| All | -21.2% | +205.9% | -227.1% | -11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling