+1,361.9%
BE vs USAR
+68.6%
+1,293.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.5% | -2.3% |
| 7D | +23.9% | -4.4% | +28.4% | +24.9% |
| 30D | +27.8% | -10.4% | +38.2% | +29.8% |
| 3M | +3.7% | -18.4% | +22.1% | +6.9% |
| 6M | +78.0% | -8.8% | +86.8% | +79.3% |
| YTD | +209.9% | +43.4% | +166.5% | +199.4% |
| 1Y | +389.6% | +21.0% | +368.6% | +390.3% |
| 3Y | +1,730.6% | +67.7% | +1,662.8% | +2,537.3% |
| All | +1,361.9% | +68.6% | +1,293.3% | +2,044.9% |
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