+69.4%
USAR vs EL
-45.3%
+114.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -3.0% |
| 7D | -4.4% | -2.4% | -2.1% | -4.1% |
| 30D | -10.4% | +13.7% | -24.1% | -11.9% |
| 3M | -18.4% | +14.5% | -32.9% | -19.9% |
| 6M | -8.8% | +7.4% | -16.2% | -10.6% |
| YTD | +43.4% | -4.7% | +48.1% | +42.3% |
| 1Y | +21.0% | +12.9% | +8.1% | +19.3% |
| 3Y | +67.7% | -32.2% | +100.0% | +69.9% |
| All | +69.4% | -45.3% | +114.7% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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