+59.3%
USAR vs EFX
-26.9%
+86.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -5.9% | -6.0% |
| 7D | -9.3% | -11.1% | +1.8% | -11.8% |
| 30D | -15.2% | -7.4% | -7.8% | -16.5% |
| 3M | -21.1% | +1.5% | -22.6% | -20.0% |
| 6M | -21.6% | -13.7% | -7.9% | -22.9% |
| YTD | +34.8% | -21.9% | +56.6% | +31.9% |
| 1Y | +15.6% | -30.8% | +46.4% | +10.3% |
| 3Y | +57.7% | -12.4% | +70.1% | +58.1% |
| All | +59.3% | -26.9% | +86.2% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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