+114.1%
TER vs USAR
-13.4%
+127.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +6.5% | +6.2% | +11.9% |
| 7D | -5.8% | -1.1% | -4.7% | -5.5% |
| 30D | -38.9% | -30.3% | -8.7% | -36.4% |
| 3M | -35.1% | -54.7% | +19.6% | -29.4% |
| 6M | -31.6% | -67.5% | +35.9% | -23.6% |
| YTD | +27.2% | -26.4% | +53.6% | +36.6% |
| 1Y | +35.2% | -49.5% | +84.8% | +45.8% |
| 3Y | +192.8% | -14.5% | +207.3% | +197.7% |
| All | +114.1% | -13.4% | +127.6% | +123.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling