+75.4%
USAR vs ET
+114.2%
-38.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | +2.3% | +0.4% | +1.9% | +2.3% |
| 30D | -8.6% | +6.9% | -15.5% | -8.3% |
| 3M | -20.5% | +13.1% | -33.6% | -20.0% |
| 6M | +1.2% | +18.7% | -17.5% | +1.4% |
| YTD | +48.4% | +37.4% | +11.0% | +47.7% |
| 1Y | +30.6% | +34.8% | -4.2% | +30.0% |
| 3Y | +73.6% | +96.8% | -23.2% | +73.2% |
| All | +75.4% | +114.2% | -38.8% | +74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling