+71.3%
XLC vs USAR
+68.6%
+2.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.6% |
| 7D | -1.4% | -4.4% | +3.0% | -1.4% |
| 30D | -0.9% | -10.4% | +9.5% | -0.9% |
| 3M | -0.3% | -18.4% | +18.0% | -0.3% |
| 6M | -5.2% | -8.8% | +3.6% | -5.2% |
| YTD | -5.3% | +43.4% | -48.7% | -5.3% |
| 1Y | -2.8% | +21.0% | -23.8% | -2.6% |
| 3Y | +71.2% | +67.7% | +3.5% | +68.9% |
| All | +71.3% | +68.6% | +2.8% | +69.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling