+74.9%
USAR vs EL
-42.5%
+117.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.4% | -0.9% |
| 7D | -2.1% | +0.8% | -2.9% | -2.2% |
| 30D | +2.6% | +19.8% | -17.2% | +0.1% |
| 3M | -35.0% | +25.7% | -60.7% | -37.1% |
| 6M | -6.9% | +5.4% | -12.3% | -8.8% |
| YTD | +48.0% | +0.2% | +47.8% | +45.8% |
| 1Y | +24.8% | +20.4% | +4.4% | +22.2% |
| 3Y | +73.2% | -32.1% | +105.4% | +74.2% |
| All | +74.9% | -42.5% | +117.4% | +75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling