+54.5%
USAR vs EFV
+89.2%
-34.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.8% |
| 7D | -11.6% | -0.8% | -10.8% | -11.1% |
| 30D | -15.5% | +0.6% | -16.1% | -15.8% |
| 3M | -31.0% | +7.5% | -38.6% | -34.2% |
| 6M | -26.2% | +13.0% | -39.2% | -30.8% |
| YTD | +30.8% | +18.3% | +12.4% | +22.0% |
| 1Y | +7.1% | +26.7% | -19.6% | -0.5% |
| 3Y | +53.0% | +89.6% | -36.6% | +51.6% |
| All | +54.5% | +89.2% | -34.7% | +53.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling