+1,709.5%
BE vs USAR
-20.4%
+1,729.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.1% | -6.0% | -5.1% |
| 7D | +10.8% | -0.8% | +11.6% | +11.1% |
| 30D | -19.8% | -20.9% | +1.1% | -16.1% |
| 3M | -18.7% | -56.2% | +37.4% | -6.3% |
| 6M | -33.7% | -67.9% | +34.2% | -20.3% |
| YTD | +121.0% | -31.4% | +152.4% | +143.2% |
| 1Y | +85.4% | -45.1% | +130.5% | +108.4% |
| 3Y | +1,709.5% | -20.3% | +1,729.8% | +2,616.9% |
| All | +1,709.5% | -20.4% | +1,729.9% | +2,616.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling