+952.6%
BE vs USAR
-13.4%
+966.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +6.5% | +5.4% | +10.7% |
| 7D | -1.2% | -1.1% | -0.1% | -0.8% |
| 30D | -30.9% | -30.3% | -0.6% | -26.2% |
| 3M | -11.6% | -54.7% | +43.1% | +1.1% |
| 6M | -25.7% | -67.5% | +41.8% | -11.1% |
| YTD | +123.1% | -26.4% | +149.5% | +142.2% |
| 1Y | +43.4% | -49.5% | +92.9% | +60.1% |
| 3Y | +1,683.6% | -14.5% | +1,698.1% | +2,750.9% |
| All | +952.6% | -13.4% | +966.0% | +1,635.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling