+63.8%
EW vs USAR
-21.3%
+85.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.3% | 0.0% |
| 7D | +4.9% | +8.8% | -3.8% | +4.9% |
| 30D | +24.1% | -28.5% | +52.5% | +24.4% |
| 3M | +13.7% | -56.2% | +69.9% | +14.5% |
| 6M | +32.7% | -68.4% | +101.1% | +33.9% |
| YTD | +24.1% | -32.2% | +56.3% | +25.0% |
| 1Y | +23.6% | -52.3% | +75.9% | +24.4% |
| All | +63.8% | -21.3% | +85.0% | +69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling