+69.4%
USAR vs ELF
-13.3%
+82.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.1% | +0.7% | -3.1% |
| 7D | -4.4% | -6.8% | +2.4% | -3.9% |
| 30D | -10.4% | +5.1% | -15.5% | -10.7% |
| 3M | -18.4% | +79.8% | -98.1% | -21.5% |
| 6M | -8.8% | +29.7% | -38.5% | -10.7% |
| YTD | +43.4% | +31.6% | +11.7% | +39.6% |
| 1Y | +21.0% | -27.9% | +48.9% | +20.0% |
| 3Y | +67.7% | -26.4% | +94.2% | +58.6% |
| All | +69.4% | -13.3% | +82.7% | +60.4% |
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