-19.0%
USAR vs EFV
+85.6%
-104.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.8% |
| 7D | -0.8% | +2.5% | -3.3% | -2.7% |
| 30D | -20.9% | +2.9% | -23.8% | -22.7% |
| 3M | -56.2% | -1.4% | -54.7% | -55.5% |
| 6M | -67.9% | +5.5% | -73.4% | -68.7% |
| YTD | -31.4% | +16.1% | -47.5% | -34.9% |
| 1Y | -45.1% | +20.3% | -65.3% | -48.1% |
| 3Y | -20.3% | +90.4% | -110.7% | -19.7% |
| All | -19.0% | +85.6% | -104.6% | -18.3% |
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