+47.4%
TER vs USAR
-54.5%
+101.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | +0.1% |
| 7D | +24.0% | +8.8% | +15.2% | +20.0% |
| 30D | -30.6% | -28.5% | -2.2% | -22.1% |
| 3M | -34.5% | -56.2% | +21.7% | -13.6% |
| 6M | -26.4% | -68.4% | +42.1% | +6.6% |
| YTD | +36.4% | -32.2% | +68.6% | +59.2% |
| 1Y | +47.4% | -52.3% | +99.7% | +82.0% |
| All | +47.4% | -54.5% | +101.9% | +82.0% |
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 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