+32.6%
XLV vs USAR
+53.8%
-21.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | -0.2% |
| 7D | -3.6% | -11.6% | +8.1% | -3.6% |
| 30D | -1.8% | -15.5% | +13.7% | -1.9% |
| 3M | +7.8% | -31.0% | +38.8% | +7.8% |
| 6M | +9.1% | -26.2% | +35.3% | +9.0% |
| YTD | +7.7% | +30.8% | -23.0% | +7.7% |
| 1Y | +20.4% | +7.1% | +13.3% | +20.3% |
| 3Y | +30.8% | +53.0% | -22.2% | +27.3% |
| All | +32.6% | +53.8% | -21.1% | +28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling