-20.3%
USAR vs EIX
+10.6%
-30.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | -0.8% | +1.4% | -2.2% | -0.8% |
| 30D | -20.9% | +8.5% | -29.5% | -21.1% |
| 3M | -56.2% | -13.5% | -42.7% | -56.0% |
| 6M | -67.9% | -12.4% | -55.5% | -68.0% |
| YTD | -31.4% | +5.9% | -37.3% | -33.4% |
| 1Y | -45.1% | +7.6% | -52.6% | -46.7% |
| 3Y | -20.3% | +12.8% | -33.1% | -20.3% |
| All | -20.3% | +10.6% | -30.9% | -20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling