-45.1%
USAR vs ELF
+53.2%
-98.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.8% | +0.1% |
| 7D | -0.8% | +1.6% | -2.4% | -1.2% |
| 30D | -20.9% | +9.1% | -30.0% | -22.4% |
| 3M | -56.2% | +28.2% | -84.3% | -58.4% |
| 6M | -67.9% | +119.5% | -187.4% | -72.4% |
| YTD | -31.4% | +55.2% | -86.6% | -43.2% |
| 1Y | -45.1% | +58.6% | -103.6% | -55.4% |
| All | -45.1% | +53.2% | -98.3% | -55.4% |
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 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