+59.3%
USAR vs ED
+28.4%
+30.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.7% | -5.3% | -6.2% |
| 7D | -9.3% | -1.9% | -7.5% | -9.9% |
| 30D | -15.2% | +0.1% | -15.3% | -15.1% |
| 3M | -21.1% | 0.0% | -21.1% | -21.0% |
| 6M | -21.6% | -2.5% | -19.1% | -21.2% |
| YTD | +34.8% | +10.1% | +24.7% | +34.9% |
| 1Y | +15.6% | +13.6% | +2.1% | +15.4% |
| 3Y | +57.7% | +32.4% | +25.3% | +54.6% |
| All | +59.3% | +28.4% | +30.9% | +56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling