+15.6%
USAR vs EXE
+5.1%
+10.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.3% | -6.2% | -5.9% |
| 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% | -20.9% |
| YTD | +34.8% | -10.7% | +45.5% | +35.4% |
| 1Y | +15.6% | +2.7% | +13.0% | +13.7% |
| All | +15.6% | +5.1% | +10.6% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling