+54.5%
USAR vs ET
+114.6%
-60.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -3.0% |
| 7D | -11.6% | +0.2% | -11.9% | -11.6% |
| 30D | -15.5% | +2.9% | -18.3% | -15.3% |
| 3M | -31.0% | +16.8% | -47.8% | -30.6% |
| 6M | -26.2% | +18.9% | -45.1% | -26.0% |
| YTD | +30.8% | +37.7% | -6.9% | +30.2% |
| 1Y | +7.1% | +32.4% | -25.4% | +6.7% |
| 3Y | +53.0% | +99.5% | -46.5% | +52.6% |
| All | +54.5% | +114.6% | -60.1% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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