+148.7%
EWT vs USAR
-18.3%
+167.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.4% | +1.5% | +5.6% |
| 7D | +3.2% | +0.8% | +2.4% | +3.2% |
| 30D | -12.3% | -30.1% | +17.8% | -10.8% |
| 3M | -3.6% | -56.3% | +52.7% | +0.3% |
| 6M | +3.1% | -68.6% | +71.7% | +8.3% |
| YTD | +57.7% | -30.5% | +88.3% | +62.7% |
| 1Y | +60.3% | -53.5% | +113.7% | +65.9% |
| 3Y | +163.4% | -19.3% | +182.7% | +188.9% |
| All | +148.7% | -18.3% | +167.0% | +179.1% |
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