+54.5%
USAR vs ELV
+1.0%
+53.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +5.5% | -14.3% | -8.9% |
| 7D | -11.6% | +2.8% | -14.4% | -11.7% |
| 30D | -15.5% | +4.9% | -20.4% | -15.5% |
| 3M | -31.0% | +4.9% | -35.9% | -31.0% |
| 6M | -26.2% | +45.1% | -71.3% | -28.4% |
| YTD | +30.8% | +20.7% | +10.1% | +28.9% |
| 1Y | +7.1% | +35.0% | -27.9% | +4.9% |
| 3Y | +53.0% | -2.4% | +55.4% | +49.0% |
| All | +54.5% | +1.0% | +53.5% | +50.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling