+49.2%
XEL vs USAR
+73.6%
-24.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | +1.3% | +2.3% | -1.0% | +1.3% |
| 30D | -1.5% | -8.6% | +7.1% | -1.5% |
| 3M | -0.2% | -20.5% | +20.3% | -0.2% |
| 6M | -5.4% | +1.2% | -6.6% | -5.6% |
| YTD | +5.6% | +48.4% | -42.8% | +5.5% |
| 1Y | +10.5% | +30.6% | -20.2% | +10.2% |
| 3Y | +49.2% | +73.6% | -24.5% | +63.2% |
| All | +49.2% | +73.6% | -24.5% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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