-20.3%
USAR vs ELF
+24.2%
-44.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.8% | +0.7% |
| 7D | -0.8% | +1.6% | -2.4% | -0.9% |
| 30D | -20.9% | +9.1% | -30.0% | -21.5% |
| 3M | -56.2% | +28.2% | -84.3% | -57.0% |
| 6M | -67.9% | +119.5% | -187.4% | -69.8% |
| YTD | -31.4% | +55.2% | -86.6% | -34.3% |
| 1Y | -45.1% | +58.6% | -103.6% | -47.4% |
| 3Y | -20.3% | +21.3% | -41.6% | -26.0% |
| All | -20.3% | +24.2% | -44.5% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling