+151.8%
TER vs USAR
-19.7%
+171.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.8% | -8.3% | +1.3% |
| 7D | -20.5% | -14.5% | -6.0% | -18.9% |
| 30D | -47.0% | -37.8% | -9.2% | -44.1% |
| 3M | -43.3% | -52.8% | +9.5% | -38.6% |
| 6M | -42.9% | -71.2% | +28.3% | -35.6% |
| YTD | +12.9% | -30.9% | +43.8% | +22.0% |
| 1Y | +18.2% | -48.0% | +66.2% | +28.3% |
| 3Y | +151.8% | -19.7% | +171.5% | +155.5% |
| All | +151.8% | -19.7% | +171.5% | +155.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling