+75.4%
USAR vs ELF
-9.6%
+85.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.9% | +5.2% | +0.6% |
| 7D | +2.3% | -1.2% | +3.5% | +2.4% |
| 30D | -8.6% | +5.9% | -14.5% | -9.0% |
| 3M | -20.5% | +99.5% | -120.0% | -24.1% |
| 6M | +1.2% | +26.5% | -25.3% | -0.9% |
| YTD | +48.4% | +37.2% | +11.2% | +44.1% |
| 1Y | +30.6% | -24.4% | +55.0% | +29.1% |
| 3Y | +73.6% | -23.3% | +97.0% | +63.7% |
| All | +75.4% | -9.6% | +85.0% | +65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling