-49.8%
USAR vs ELF
-3.2%
-46.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.9% | -7.8% | -6.3% |
| 7D | -21.8% | -1.5% | -20.2% | -21.5% |
| 30D | -39.9% | +9.5% | -49.4% | -41.0% |
| 3M | -52.5% | +29.4% | -81.9% | -54.8% |
| 6M | -67.9% | +83.7% | -151.7% | -71.4% |
| YTD | -31.1% | +49.4% | -80.5% | -37.9% |
| 1Y | -49.8% | -3.9% | -45.9% | -51.1% |
| All | -49.8% | -3.2% | -46.6% | -51.1% |
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