+43.2%
TER vs USAR
-49.3%
+92.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -5.9% | -1.0% | -4.8% |
| 7D | -19.9% | -21.8% | +1.9% | -12.7% |
| 30D | -43.5% | -39.9% | -3.6% | -32.9% |
| 3M | -37.8% | -52.5% | +14.8% | -21.1% |
| 6M | -25.6% | -67.9% | +42.4% | +6.5% |
| YTD | +29.8% | -31.1% | +60.9% | +51.2% |
| 1Y | +43.2% | -49.8% | +93.0% | +75.9% |
| All | +43.2% | -49.3% | +92.5% | +75.9% |
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