+73.6%
USAR vs EXE
+21.0%
+52.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +2.3% | -1.8% | +4.1% | +2.1% |
| 30D | -8.6% | +6.4% | -15.0% | -8.0% |
| 3M | -20.5% | +9.2% | -29.7% | -19.6% |
| 6M | +1.2% | -7.0% | +8.2% | +1.2% |
| YTD | +48.4% | -9.5% | +57.9% | +48.1% |
| 1Y | +30.6% | +6.2% | +24.4% | +31.9% |
| 3Y | +73.6% | +20.7% | +52.9% | +76.2% |
| All | +73.6% | +21.0% | +52.7% | +76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling