-21.4%
USAR vs EXE
+19.1%
-40.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.3% | -11.9% | -9.4% |
| 7D | -9.1% | -2.2% | -6.9% | -9.3% |
| 30D | -36.9% | -0.3% | -36.6% | -36.9% |
| 3M | -58.4% | -9.3% | -49.1% | -58.8% |
| 6M | -70.6% | -7.2% | -63.4% | -70.8% |
| YTD | -33.4% | -18.9% | -14.5% | -34.3% |
| 1Y | -54.0% | -21.7% | -32.3% | -54.6% |
| 3Y | -22.7% | +21.0% | -43.6% | -22.4% |
| All | -21.4% | +19.1% | -40.4% | -21.1% |
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