+54.5%
USAR vs EIX
-7.2%
+61.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -3.0% |
| 7D | -11.6% | -1.4% | -10.3% | -11.6% |
| 30D | -15.5% | -19.3% | +3.8% | -15.1% |
| 3M | -31.0% | -21.7% | -9.4% | -30.9% |
| 6M | -26.2% | -19.8% | -6.4% | -26.3% |
| YTD | +30.8% | -3.0% | +33.8% | +27.6% |
| 1Y | +7.1% | +5.1% | +2.0% | +3.2% |
| 3Y | +53.0% | -7.0% | +60.0% | +52.4% |
| All | +54.5% | -7.2% | +61.8% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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