-19.9%
USAR vs BURL
+50.2%
-70.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.6% | -2.3% |
| 7D | +8.8% | +0.4% | +8.3% | +8.7% |
| 30D | -28.5% | -4.3% | -24.1% | -28.2% |
| 3M | -56.2% | -28.8% | -27.4% | -55.5% |
| 6M | -68.4% | -12.8% | -55.6% | -68.3% |
| YTD | -32.2% | -12.8% | -19.4% | -31.6% |
| 1Y | -52.3% | -12.3% | -40.1% | -52.0% |
| 3Y | -21.2% | +92.7% | -113.9% | -19.0% |
| All | -19.9% | +50.2% | -70.1% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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