+73.6%
USAR vs EAT
+612.9%
-539.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.6% | +0.6% |
| 7D | +2.3% | -4.9% | +7.2% | +2.7% |
| 30D | -8.6% | -1.2% | -7.4% | -8.6% |
| 3M | -20.5% | +52.2% | -72.7% | -23.8% |
| 6M | +1.2% | +65.0% | -63.8% | -3.5% |
| YTD | +48.4% | +55.0% | -6.6% | +42.1% |
| 1Y | +30.6% | +42.1% | -11.4% | +24.0% |
| 3Y | +73.6% | +614.7% | -541.1% | +70.2% |
| All | +73.6% | +612.9% | -539.2% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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