+23.7%
EW vs USAR
-55.1%
+78.8%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.6% | +8.9% | -0.3% |
| 7D | +9.3% | -9.1% | +18.3% | +9.6% |
| 30D | +22.1% | -36.9% | +59.0% | +24.1% |
| 3M | +13.0% | -58.4% | +71.4% | +16.7% |
| 6M | +30.1% | -70.6% | +100.7% | +35.9% |
| YTD | +22.0% | -33.4% | +55.5% | +23.2% |
| 1Y | +23.7% | -54.0% | +77.7% | +26.3% |
| All | +23.7% | -55.1% | +78.8% | +26.3% |
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 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