+67.7%
USAR vs ELV
-7.6%
+75.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -3.4% |
| 7D | -4.4% | -2.2% | -2.2% | -4.4% |
| 30D | -10.4% | -0.2% | -10.2% | -10.4% |
| 3M | -18.4% | -6.1% | -12.3% | -18.1% |
| 6M | -8.8% | +42.8% | -51.6% | -11.8% |
| YTD | +43.4% | +14.4% | +29.0% | +41.4% |
| 1Y | +21.0% | +28.6% | -7.6% | +18.6% |
| All | +67.7% | -7.6% | +75.4% | +63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling