+24.8%
USAR vs ELF
-17.5%
+42.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.8% |
| 7D | -2.1% | +5.4% | -7.5% | -2.9% |
| 30D | +2.6% | +27.0% | -24.4% | -1.0% |
| 3M | -35.0% | +113.2% | -148.2% | -42.0% |
| 6M | -6.9% | +36.6% | -43.5% | -11.6% |
| YTD | +48.0% | +44.2% | +3.8% | +37.0% |
| 1Y | +24.8% | -18.0% | +42.8% | +14.3% |
| All | +24.8% | -17.5% | +42.3% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling