+74.9%
USAR vs EFX
-23.0%
+97.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.4% | +5.9% | -2.0% |
| 7D | -2.1% | -8.6% | +6.5% | -4.2% |
| 30D | +2.6% | +0.1% | +2.5% | +2.8% |
| 3M | -35.0% | +3.8% | -38.9% | -33.6% |
| 6M | -6.9% | -13.5% | +6.6% | -8.3% |
| YTD | +48.0% | -17.7% | +65.6% | +46.6% |
| 1Y | +24.8% | -25.6% | +50.4% | +20.9% |
| 3Y | +73.2% | -12.1% | +85.3% | +75.8% |
| All | +74.9% | -23.0% | +97.9% | +77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling