+39.5%
EWZ vs USAR
+74.0%
-34.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.7% |
| 7D | +6.5% | -2.1% | +8.6% | +6.6% |
| 30D | +4.8% | +2.6% | +2.2% | +4.7% |
| 3M | +9.9% | -35.0% | +44.9% | +11.0% |
| 6M | +1.9% | -6.9% | +8.8% | +1.7% |
| YTD | +20.3% | +48.0% | -27.7% | +19.2% |
| 1Y | +35.6% | +24.8% | +10.8% | +34.3% |
| 3Y | +43.4% | +73.2% | -29.8% | +42.1% |
| All | +39.5% | +74.0% | -34.5% | +40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling