+40.4%
XLU vs USAR
+53.8%
-13.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | -0.3% |
| 7D | -1.6% | -11.6% | +10.0% | -1.6% |
| 30D | -3.3% | -15.5% | +12.2% | -3.2% |
| 3M | -3.2% | -31.0% | +27.9% | -3.0% |
| 6M | -7.0% | -26.2% | +19.3% | -7.0% |
| YTD | +0.6% | +30.8% | -30.1% | +0.1% |
| 1Y | +2.4% | +7.1% | -4.7% | +2.0% |
| 3Y | +46.3% | +53.0% | -6.7% | +49.9% |
| All | +40.4% | +53.8% | -13.3% | +42.6% |
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