+16.9%
EFA vs USAR
-49.3%
+66.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.9% | +8.4% | +3.0% |
| 7D | +2.0% | -21.8% | +23.7% | +3.6% |
| 30D | +1.6% | -39.9% | +41.6% | +5.0% |
| 3M | -1.5% | -52.5% | +51.0% | +3.2% |
| 6M | +6.6% | -67.9% | +74.6% | +13.7% |
| YTD | +11.8% | -31.1% | +42.9% | +14.4% |
| 1Y | +16.9% | -49.8% | +66.7% | +20.6% |
| All | +16.9% | -49.3% | +66.2% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling