-19.0%
USAR vs ELV
+4.1%
-23.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.1% |
| 7D | -0.8% | +1.0% | -1.7% | -0.8% |
| 30D | -20.9% | +0.4% | -21.3% | -20.9% |
| 3M | -56.2% | +8.4% | -64.5% | -56.2% |
| 6M | -67.9% | +8.4% | -76.3% | -67.9% |
| YTD | -31.4% | +24.4% | -55.8% | -32.4% |
| 1Y | -45.1% | +33.5% | -78.5% | -46.3% |
| 3Y | -20.3% | -2.1% | -18.2% | -22.4% |
| All | -19.0% | +4.1% | -23.1% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling