-21.4%
USAR vs EIX
+1.4%
-22.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.1% | -9.7% | -9.6% |
| 7D | -9.1% | +1.0% | -10.0% | -9.1% |
| 30D | -36.9% | +8.9% | -45.8% | -37.1% |
| 3M | -58.4% | -9.8% | -48.6% | -58.4% |
| 6M | -70.6% | -10.2% | -60.4% | -70.8% |
| YTD | -33.4% | +5.9% | -39.4% | -35.2% |
| 1Y | -54.0% | +10.9% | -64.9% | -55.5% |
| 3Y | -22.7% | +10.2% | -32.9% | -23.1% |
| All | -21.4% | +1.4% | -22.7% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling