+74.9%
USAR vs ECL
+52.9%
+22.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -2.1% | -2.6% | +0.5% | -2.1% |
| 30D | +2.6% | -2.2% | +4.8% | +2.7% |
| 3M | -35.0% | +10.1% | -45.1% | -35.5% |
| 6M | -6.9% | -5.7% | -1.1% | -8.3% |
| YTD | +48.0% | +7.0% | +41.0% | +46.9% |
| 1Y | +24.8% | +2.7% | +22.1% | +23.5% |
| 3Y | +73.2% | +57.7% | +15.5% | +78.9% |
| All | +74.9% | +52.9% | +22.0% | +80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling