+25.1%
EXC vs USAR
-19.4%
+44.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.2% | +1.4% |
| 7D | +1.4% | -0.8% | +2.2% | +1.4% |
| 30D | +8.6% | -20.9% | +29.5% | +8.4% |
| 3M | +2.4% | -56.2% | +58.5% | +1.7% |
| 6M | +6.5% | -67.9% | +74.4% | +5.7% |
| YTD | +9.0% | -31.4% | +40.5% | +8.0% |
| 1Y | +4.6% | -45.1% | +49.6% | +3.6% |
| 3Y | +33.5% | -20.3% | +53.8% | +41.0% |
| All | +25.1% | -19.4% | +44.4% | +33.3% |
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