-17.9%
USAR vs BURL
+52.8%
-70.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.4% | +4.3% |
| 7D | +0.8% | -0.8% | +1.6% | +0.9% |
| 30D | -30.1% | -4.4% | -25.6% | -29.8% |
| 3M | -56.3% | -28.6% | -27.7% | -55.6% |
| 6M | -68.6% | -12.3% | -56.3% | -68.5% |
| YTD | -30.5% | -11.3% | -19.3% | -30.0% |
| 1Y | -53.5% | -10.4% | -43.1% | -53.2% |
| 3Y | -19.3% | +96.1% | -115.4% | -17.1% |
| All | -17.9% | +52.8% | -70.8% | -15.8% |
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