+74.9%
USAR vs ED
+29.1%
+45.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.9% | -0.9% |
| 7D | -2.1% | -0.2% | -1.9% | -2.2% |
| 30D | +2.6% | -0.1% | +2.8% | +2.7% |
| 3M | -35.0% | +3.9% | -38.9% | -34.5% |
| 6M | -6.9% | -3.0% | -3.8% | -6.3% |
| YTD | +48.0% | +10.7% | +37.3% | +48.4% |
| 1Y | +24.8% | +13.3% | +11.5% | +24.8% |
| 3Y | +73.2% | +34.5% | +38.7% | +70.1% |
| All | +74.9% | +29.1% | +45.8% | +71.7% |
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