+55.2%
EWT vs USAR
-49.3%
+104.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.9% | +4.6% | -0.3% |
| 7D | -10.9% | -21.8% | +10.9% | -7.6% |
| 30D | -17.7% | -39.9% | +22.2% | -11.5% |
| 3M | -5.0% | -52.5% | +47.5% | +5.3% |
| 6M | +7.4% | -67.9% | +75.3% | +23.9% |
| YTD | +52.8% | -31.1% | +83.9% | +66.5% |
| 1Y | +55.2% | -49.8% | +105.0% | +71.3% |
| All | +55.2% | -49.3% | +104.5% | +71.3% |
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