-19.0%
USAR vs ES
+15.0%
-34.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | -0.8% | +2.7% | -3.5% | -1.2% |
| 30D | -20.9% | +7.6% | -28.5% | -22.1% |
| 3M | -56.2% | +0.5% | -56.6% | -56.2% |
| 6M | -67.9% | +7.6% | -75.5% | -68.8% |
| YTD | -31.4% | +10.2% | -41.7% | -33.7% |
| 1Y | -45.1% | +1.8% | -46.9% | -46.0% |
| 3Y | -20.3% | +55.4% | -75.7% | -26.1% |
| All | -19.0% | +15.0% | -34.0% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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