-19.0%
USAR vs BURL
+44.8%
-63.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.6% | +4.7% | +1.3% |
| 7D | -0.8% | -1.6% | +0.8% | -0.7% |
| 30D | -20.9% | -7.7% | -13.2% | -20.5% |
| 3M | -56.2% | -31.7% | -24.5% | -55.4% |
| 6M | -67.9% | -15.2% | -52.7% | -67.8% |
| YTD | -31.4% | -15.9% | -15.5% | -30.7% |
| 1Y | -45.1% | -14.2% | -30.8% | -44.5% |
| 3Y | -20.3% | +93.5% | -113.8% | -17.9% |
| All | -19.0% | +44.8% | -63.8% | -16.6% |
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