-19.0%
USAR vs ED
+45.6%
-64.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +1.7% |
| 7D | -0.8% | +2.1% | -2.8% | 0.0% |
| 30D | -20.9% | +10.4% | -31.3% | -17.8% |
| 3M | -56.2% | +12.5% | -68.7% | -54.1% |
| 6M | -67.9% | +14.9% | -82.8% | -66.2% |
| YTD | -31.4% | +24.8% | -56.3% | -28.0% |
| 1Y | -45.1% | +23.8% | -68.9% | -42.2% |
| 3Y | -20.3% | +51.6% | -72.0% | -18.1% |
| All | -19.0% | +45.6% | -64.5% | -16.7% |
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