+54.5%
USAR vs BLDR
-57.1%
+111.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.4% | -3.4% |
| 7D | -11.6% | -8.2% | -3.4% | -10.5% |
| 30D | -15.5% | -16.6% | +1.1% | -13.2% |
| 3M | -31.0% | -23.2% | -7.9% | -28.6% |
| 6M | -26.2% | -33.7% | +7.5% | -22.8% |
| YTD | +30.8% | -41.3% | +72.1% | +37.9% |
| 1Y | +7.1% | -58.8% | +65.9% | +13.7% |
| 3Y | +53.0% | -57.5% | +110.5% | +63.2% |
| All | +54.5% | -57.1% | +111.6% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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