+12.3%
EW vs USAR
-21.7%
+34.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.6% | +8.9% | -0.6% |
| 7D | +9.3% | -9.1% | +18.3% | +9.3% |
| 30D | +22.1% | -36.9% | +59.0% | +22.5% |
| 3M | +13.0% | -58.4% | +71.4% | +13.9% |
| 6M | +30.1% | -70.6% | +100.7% | +31.3% |
| YTD | +22.0% | -33.4% | +55.5% | +22.9% |
| 1Y | +23.7% | -54.0% | +77.7% | +24.5% |
| 3Y | +62.0% | -22.7% | +84.6% | +46.8% |
| All | +12.3% | -21.7% | +34.0% | +2.7% |
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