-49.8%
USAR vs ESI
+27.8%
-77.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.6% | -1.2% | -1.8% |
| 7D | -21.8% | -6.6% | -15.2% | -16.8% |
| 30D | -39.9% | -10.9% | -29.0% | -33.5% |
| 3M | -52.5% | -13.8% | -38.7% | -46.3% |
| 6M | -67.9% | -21.5% | -46.4% | -60.4% |
| YTD | -31.1% | +34.7% | -65.8% | -52.5% |
| 1Y | -49.8% | +24.9% | -74.7% | -61.7% |
| All | -49.8% | +27.8% | -77.7% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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