+69.4%
USAR vs EFX
-26.9%
+96.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -3.9% |
| 7D | -4.4% | -9.4% | +4.9% | -6.6% |
| 30D | -10.4% | -6.9% | -3.5% | -11.7% |
| 3M | -18.4% | +0.1% | -18.5% | -17.4% |
| 6M | -8.8% | -17.3% | +8.5% | -11.2% |
| YTD | +43.4% | -21.8% | +65.2% | +40.3% |
| 1Y | +21.0% | -32.5% | +53.5% | +15.1% |
| 3Y | +67.7% | -12.3% | +80.1% | +68.2% |
| All | +69.4% | -26.9% | +96.3% | +69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling