+199.8%
TER vs USAR
+27.9%
+171.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +5.9% | +5.6% |
| 7D | +0.6% | -2.1% | +2.7% | +1.2% |
| 30D | -8.3% | +2.6% | -10.9% | -9.6% |
| 3M | -12.2% | -35.0% | +22.8% | -3.7% |
| 6M | +17.0% | -6.9% | +23.9% | +18.8% |
| YTD | +84.6% | +48.0% | +36.6% | +78.5% |
| 1Y | +199.8% | +24.8% | +175.0% | +197.6% |
| All | +199.8% | +27.9% | +171.9% | +197.6% |
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