-49.8%
USAR vs EFV
+25.8%
-75.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.1% | -9.0% | -13.6% |
| 7D | -21.8% | +2.9% | -24.6% | -27.7% |
| 30D | -39.9% | +3.6% | -43.5% | -45.3% |
| 3M | -52.5% | -0.1% | -52.4% | -52.1% |
| 6M | -67.9% | +9.6% | -77.6% | -73.8% |
| YTD | -31.1% | +17.0% | -48.1% | -54.4% |
| 1Y | -49.8% | +25.7% | -75.5% | -72.3% |
| All | -49.8% | +25.8% | -75.6% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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