+18.9%
EXC vs USAR
+74.5%
-55.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | +1.2% | +2.3% | -1.1% | +1.3% |
| 30D | -2.7% | -8.6% | +5.9% | -2.8% |
| 3M | -1.0% | -20.5% | +19.5% | -1.0% |
| 6M | -9.3% | +1.2% | -10.5% | -9.3% |
| YTD | +3.6% | +48.4% | -44.8% | +3.3% |
| 1Y | +5.9% | +30.6% | -24.7% | +5.6% |
| 3Y | +21.3% | +73.6% | -52.4% | +29.5% |
| All | +18.9% | +74.5% | -55.6% | +27.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling