+86.3%
BAC vs USAR
-13.4%
+99.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.5% | -4.2% | +2.2% |
| 7D | +2.0% | -1.1% | +3.0% | +2.0% |
| 30D | -6.9% | -30.3% | +23.3% | -6.4% |
| 3M | -19.6% | -54.7% | +35.1% | -18.5% |
| 6M | -0.5% | -67.5% | +67.0% | +1.2% |
| YTD | -6.6% | -26.4% | +19.8% | -6.7% |
| 1Y | -3.0% | -49.5% | +46.6% | -2.6% |
| 3Y | +97.3% | -14.5% | +111.8% | +91.0% |
| All | +86.3% | -13.4% | +99.7% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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