+3.4%
EXC vs USAR
+27.9%
-24.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -2.0% |
| 7D | -0.7% | -2.1% | +1.5% | -0.7% |
| 30D | -4.6% | +2.6% | -7.3% | -4.5% |
| 3M | -2.2% | -35.0% | +32.8% | -2.8% |
| 6M | -10.6% | -6.9% | -3.7% | -10.6% |
| YTD | +1.9% | +48.0% | -46.1% | +1.3% |
| 1Y | +3.4% | +24.8% | -21.4% | +4.5% |
| All | +3.4% | +27.9% | -24.5% | +4.5% |
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