-17.9%
USAR vs ESI
+81.6%
-99.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.0% | +0.4% | +2.1% |
| 7D | +0.8% | +1.8% | -1.0% | +0.1% |
| 30D | -30.1% | -6.6% | -23.5% | -27.1% |
| 3M | -56.3% | -9.4% | -46.9% | -53.9% |
| 6M | -68.6% | -24.1% | -44.5% | -63.7% |
| YTD | -30.5% | +37.1% | -67.7% | -35.1% |
| 1Y | -53.5% | +24.5% | -78.0% | -55.3% |
| 3Y | -19.3% | +83.2% | -102.4% | -22.5% |
| All | -17.9% | +81.6% | -99.5% | -21.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling