-17.9%
USAR vs ELF
+2.6%
-20.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +0.8% | +4.3% | -3.5% | +0.5% |
| 30D | -30.1% | +7.7% | -37.8% | -30.5% |
| 3M | -56.3% | +24.7% | -81.0% | -57.0% |
| 6M | -68.6% | +114.6% | -183.2% | -70.2% |
| YTD | -30.5% | +55.8% | -86.3% | -33.2% |
| 1Y | -53.5% | +51.9% | -105.4% | -55.2% |
| 3Y | -19.3% | +24.6% | -43.9% | -24.6% |
| All | -17.9% | +2.6% | -20.5% | -23.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling