-49.8%
USAR vs ELV
+42.6%
-92.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.9% | -10.8% | -5.2% |
| 7D | -21.8% | +4.8% | -26.5% | -21.2% |
| 30D | -39.9% | +10.1% | -50.0% | -39.3% |
| 3M | -52.5% | +15.4% | -67.9% | -51.8% |
| 6M | -67.9% | +17.7% | -85.7% | -67.5% |
| YTD | -31.1% | +25.7% | -56.8% | -32.8% |
| 1Y | -49.8% | +39.9% | -89.7% | -54.2% |
| All | -49.8% | +42.6% | -92.5% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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