-19.0%
USAR vs EAT
+427.9%
-446.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +1.1% |
| 7D | -0.8% | -4.0% | +3.2% | -0.4% |
| 30D | -20.9% | -2.9% | -18.0% | -20.7% |
| 3M | -56.2% | -16.9% | -39.3% | -55.5% |
| 6M | -67.9% | +57.0% | -124.9% | -69.4% |
| YTD | -31.4% | +38.2% | -69.6% | -33.7% |
| 1Y | -45.1% | +69.3% | -114.3% | -46.7% |
| 3Y | -20.3% | +483.0% | -503.3% | -21.5% |
| All | -19.0% | +427.9% | -446.9% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling