+73.0%
USAR vs BURL
+63.9%
+9.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.6% |
| 7D | -2.1% | -2.8% | +0.7% | -2.0% |
| 30D | +2.6% | -28.2% | +30.8% | +4.2% |
| 3M | -35.0% | -17.6% | -17.4% | -34.5% |
| 6M | -6.9% | -11.8% | +4.9% | -6.4% |
| YTD | +48.0% | -8.1% | +56.1% | +49.0% |
| 1Y | +24.8% | -12.0% | +36.8% | +24.2% |
| All | +73.0% | +63.9% | +9.1% | +77.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling