+73.6%
USAR vs EIX
-1.6%
+75.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.5% | -4.2% | +0.2% |
| 7D | +2.3% | +0.9% | +1.4% | +2.3% |
| 30D | -8.6% | -13.5% | +4.9% | -8.4% |
| 3M | -20.5% | -15.3% | -5.2% | -20.5% |
| 6M | +1.2% | -15.3% | +16.5% | +1.0% |
| YTD | +48.4% | +2.7% | +45.7% | +44.6% |
| 1Y | +30.6% | +17.4% | +13.2% | +24.7% |
| All | +73.6% | -1.6% | +75.3% | +73.0% |
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