+69.4%
USAR vs ECL
+49.0%
+20.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -3.4% |
| 7D | -4.4% | -2.7% | -1.7% | -4.4% |
| 30D | -10.4% | -4.3% | -6.1% | -10.3% |
| 3M | -18.4% | +3.2% | -21.6% | -18.7% |
| 6M | -8.8% | -2.9% | -5.9% | -9.8% |
| YTD | +43.4% | +4.3% | +39.1% | +42.3% |
| 1Y | +21.0% | +1.6% | +19.3% | +19.9% |
| 3Y | +67.7% | +54.3% | +13.5% | +73.3% |
| All | +69.4% | +49.0% | +20.4% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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