+10.2%
EW vs USAR
-18.7%
+29.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.8% | -9.5% | +1.2% |
| 7D | +11.0% | -14.5% | +25.5% | +11.2% |
| 30D | +19.1% | -37.8% | +56.9% | +19.6% |
| 3M | +14.4% | -52.8% | +67.1% | +15.1% |
| 6M | +22.8% | -71.2% | +94.0% | +24.0% |
| YTD | +19.8% | -30.9% | +50.7% | +20.6% |
| 1Y | +23.9% | -48.0% | +71.9% | +24.7% |
| 3Y | +52.2% | -19.7% | +71.9% | +38.1% |
| All | +10.2% | -18.7% | +29.0% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling