-49.8%
USAR vs EXR
+28.1%
-77.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.1% | -8.9% | -6.2% |
| 7D | -21.8% | +11.3% | -33.0% | -23.3% |
| 30D | -39.9% | +21.2% | -61.1% | -42.2% |
| 3M | -52.5% | +8.7% | -61.3% | -53.5% |
| 6M | -67.9% | +18.2% | -86.2% | -70.5% |
| YTD | -31.1% | +27.9% | -59.0% | -45.4% |
| 1Y | -49.8% | +28.3% | -78.2% | -60.4% |
| All | -49.8% | +28.1% | -77.9% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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