-20.3%
USAR vs EFX
+4.8%
-25.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.3% |
| 7D | -0.8% | -0.8% | 0.0% | -1.0% |
| 30D | -20.9% | +25.1% | -46.0% | -16.4% |
| 3M | -56.2% | +1.7% | -57.8% | -55.9% |
| 6M | -67.9% | +18.4% | -86.3% | -66.2% |
| YTD | -31.4% | -12.5% | -18.9% | -31.2% |
| 1Y | -45.1% | -8.1% | -37.0% | -44.4% |
| 3Y | -20.3% | +4.8% | -25.1% | -17.7% |
| All | -20.3% | +4.8% | -25.2% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling