+17.0%
EWZ vs USAR
-26.7%
+43.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.5% | +8.0% | -1.2% |
| 7D | -4.2% | -29.5% | +25.3% | -3.0% |
| 30D | -26.1% | -46.0% | +19.9% | -24.6% |
| 3M | -12.0% | -56.8% | +44.7% | -9.6% |
| 6M | -19.3% | -72.9% | +53.7% | -16.1% |
| YTD | +0.9% | -37.6% | +38.6% | +2.9% |
| 1Y | +3.4% | -56.0% | +59.4% | +5.6% |
| 3Y | +18.6% | -27.5% | +46.1% | +19.9% |
| All | +17.0% | -26.7% | +43.7% | +21.0% |
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