+86.7%
BAC vs USAR
-18.3%
+105.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -0.1% |
| 7D | -1.9% | +0.8% | -2.7% | -1.9% |
| 30D | -7.2% | -30.1% | +22.9% | -6.6% |
| 3M | -20.4% | -56.3% | +35.9% | -19.3% |
| 6M | +1.3% | -68.6% | +69.8% | +3.0% |
| YTD | -6.4% | -30.5% | +24.2% | -6.3% |
| 1Y | -3.5% | -53.5% | +50.0% | -3.1% |
| 3Y | +96.7% | -19.3% | +116.0% | +90.6% |
| All | +86.7% | -18.3% | +105.1% | +70.6% |
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