+177.4%
EWT vs USAR
+68.6%
+108.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.4% |
| 7D | +2.1% | -4.4% | +6.6% | +2.4% |
| 30D | +9.4% | -10.4% | +19.8% | +9.9% |
| 3M | +10.9% | -18.4% | +29.2% | +11.6% |
| 6M | +57.9% | -8.8% | +66.8% | +58.3% |
| YTD | +75.9% | +43.4% | +32.6% | +75.1% |
| 1Y | +89.7% | +21.0% | +68.7% | +89.2% |
| 3Y | +200.9% | +67.7% | +133.1% | +221.2% |
| All | +177.4% | +68.6% | +108.8% | +200.3% |
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 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