+59.3%
USAR vs EXE
+31.2%
+28.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.3% | -6.2% | -6.0% |
| 7D | -9.3% | -2.2% | -7.1% | -9.6% |
| 30D | -15.2% | -0.8% | -14.4% | -15.2% |
| 3M | -21.1% | +10.0% | -31.1% | -20.2% |
| 6M | -21.6% | -6.3% | -15.2% | -21.6% |
| YTD | +34.8% | -10.7% | +45.5% | +34.3% |
| 1Y | +15.6% | +2.7% | +13.0% | +16.3% |
| 3Y | +57.7% | +19.1% | +38.6% | +59.7% |
| All | +59.3% | +31.2% | +28.1% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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