-49.8%
USAR vs ED
+27.1%
-76.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.0% | -8.8% | -1.4% |
| 7D | -21.8% | +5.4% | -27.1% | -15.0% |
| 30D | -39.9% | +16.4% | -56.3% | -24.1% |
| 3M | -52.5% | +11.9% | -64.4% | -43.2% |
| 6M | -67.9% | +11.6% | -79.5% | -60.2% |
| YTD | -31.1% | +24.1% | -55.2% | -3.8% |
| 1Y | -49.8% | +26.9% | -76.7% | -27.5% |
| All | -49.8% | +27.1% | -76.9% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling