-18.3%
USAR vs ED
+42.6%
-60.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.4% | +13.2% | +9.9% |
| 7D | -14.5% | +1.6% | -16.1% | -13.8% |
| 30D | -37.8% | +13.3% | -51.1% | -35.0% |
| 3M | -52.8% | +9.7% | -62.5% | -51.0% |
| 6M | -71.2% | +12.8% | -84.0% | -70.0% |
| YTD | -30.9% | +22.3% | -53.2% | -28.1% |
| 1Y | -48.0% | +26.3% | -74.3% | -46.0% |
| 3Y | -19.7% | +45.0% | -64.7% | -18.2% |
| All | -18.3% | +42.6% | -60.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling