+29.3%
V vs USAR
-49.3%
+78.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -5.9% | +9.7% | +3.7% |
| 7D | +9.0% | -21.8% | +30.7% | +8.5% |
| 30D | +18.1% | -39.9% | +58.0% | +17.0% |
| 3M | +18.3% | -52.5% | +70.9% | +16.8% |
| 6M | +34.1% | -67.9% | +102.0% | +31.9% |
| YTD | +25.2% | -31.1% | +56.3% | +19.9% |
| 1Y | +29.3% | -49.8% | +79.1% | +25.4% |
| All | +29.3% | -49.3% | +78.6% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling