+15.7%
EW vs USAR
-19.4%
+35.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.3% |
| 7D | +4.9% | -0.8% | +5.7% | +4.9% |
| 30D | +23.9% | -20.9% | +44.9% | +24.2% |
| 3M | +15.8% | -56.2% | +71.9% | +16.6% |
| 6M | +31.7% | -67.9% | +99.5% | +32.8% |
| YTD | +25.7% | -31.4% | +57.1% | +26.5% |
| 1Y | +24.4% | -45.1% | +69.5% | +25.3% |
| 3Y | +65.9% | -20.3% | +86.2% | +50.3% |
| All | +15.7% | -19.4% | +35.0% | +5.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling