+69.4%
USAR vs EXE
+30.8%
+38.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -3.6% |
| 7D | -4.4% | -2.7% | -1.7% | -4.7% |
| 30D | -10.4% | -0.4% | -10.0% | -10.4% |
| 3M | -18.4% | +9.5% | -27.9% | -17.5% |
| 6M | -8.8% | -9.3% | +0.5% | -9.0% |
| YTD | +43.4% | -10.9% | +54.3% | +42.8% |
| 1Y | +21.0% | +4.3% | +16.7% | +21.8% |
| 3Y | +67.7% | +18.8% | +48.9% | +69.8% |
| All | +69.4% | +30.8% | +38.6% | +71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling