+3.2%
EXC vs USAR
-50.4%
+53.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.5% | -6.4% | +0.4% |
| 7D | -1.7% | -1.1% | -0.6% | -1.7% |
| 30D | +9.3% | -30.3% | +39.6% | +7.9% |
| 3M | +1.0% | -54.7% | +55.7% | -1.9% |
| 6M | +5.9% | -67.5% | +73.4% | +2.2% |
| YTD | +7.6% | -26.4% | +34.0% | +5.2% |
| All | +3.2% | -50.4% | +53.6% | +0.3% |
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