+74.9%
USAR vs EFV
+90.8%
-15.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | -2.1% | +1.5% | -3.6% | -3.2% |
| 30D | +2.6% | +1.7% | +0.9% | +1.5% |
| 3M | -35.0% | +8.6% | -43.7% | -38.3% |
| 6M | -6.9% | +11.7% | -18.6% | -12.9% |
| YTD | +48.0% | +19.3% | +28.7% | +37.2% |
| 1Y | +24.8% | +30.2% | -5.4% | +15.2% |
| 3Y | +73.2% | +91.6% | -18.3% | +70.6% |
| All | +74.9% | +90.8% | -15.9% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling