+906.6%
BE vs USAR
-21.7%
+928.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -9.6% | +5.2% | -2.6% |
| 7D | -13.4% | -9.1% | -4.3% | -11.6% |
| 30D | -33.9% | -36.9% | +3.0% | -28.1% |
| 3M | -12.0% | -58.4% | +46.4% | +2.3% |
| 6M | -29.0% | -70.6% | +41.7% | -13.4% |
| YTD | +113.4% | -33.4% | +146.8% | +136.0% |
| 1Y | +33.2% | -54.0% | +87.2% | +51.4% |
| 3Y | +1,659.2% | -22.7% | +1,681.9% | +2,764.7% |
| All | +906.6% | -21.7% | +928.4% | +1,590.8% |
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