+13.0%
EW vs USAR
-13.4%
+26.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.5% | -4.0% | +2.5% |
| 7D | +12.3% | -1.1% | +13.4% | +12.3% |
| 30D | +22.9% | -30.3% | +53.1% | +23.3% |
| 3M | +16.7% | -54.7% | +71.4% | +17.5% |
| 6M | +31.0% | -67.5% | +98.5% | +32.1% |
| YTD | +22.8% | -26.4% | +49.2% | +23.6% |
| 1Y | +25.6% | -49.5% | +75.1% | +26.3% |
| 3Y | +62.0% | -14.5% | +76.4% | +46.7% |
| All | +13.0% | -13.4% | +26.5% | +3.3% |
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