+75.4%
USAR vs EL
-43.7%
+119.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.6% |
| 7D | +2.3% | +1.7% | +0.6% | +2.1% |
| 30D | -8.6% | +15.5% | -24.1% | -10.4% |
| 3M | -20.5% | +20.6% | -41.0% | -22.5% |
| 6M | +1.2% | +10.5% | -9.3% | -1.2% |
| YTD | +48.4% | -1.9% | +50.3% | +46.7% |
| 1Y | +30.6% | +16.1% | +14.5% | +28.2% |
| 3Y | +73.6% | -30.2% | +103.9% | +75.2% |
| All | +75.4% | -43.7% | +119.1% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling