+64.6%
EFA vs USAR
+67.7%
-3.1%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -1.0% |
| 7D | -0.5% | -4.4% | +4.0% | -0.4% |
| 30D | -1.3% | -10.4% | +9.1% | -1.2% |
| 3M | +5.2% | -18.4% | +23.6% | +5.4% |
| 6M | +9.4% | -8.8% | +18.2% | +9.3% |
| YTD | +12.7% | +43.4% | -30.6% | +12.4% |
| 1Y | +19.3% | +21.0% | -1.7% | +19.0% |
| All | +64.6% | +67.7% | -3.1% | +71.1% |
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