+69.4%
USAR vs ESI
+90.8%
-21.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -2.8% |
| 7D | -4.4% | +3.9% | -8.3% | -6.4% |
| 30D | -10.4% | -3.8% | -6.6% | -8.6% |
| 3M | -18.4% | -13.1% | -5.2% | -11.9% |
| 6M | -8.8% | +11.3% | -20.2% | -10.1% |
| YTD | +43.4% | +44.1% | -0.7% | +30.2% |
| 1Y | +21.0% | +40.3% | -19.3% | +10.9% |
| 3Y | +67.7% | +84.1% | -16.3% | +56.7% |
| All | +69.4% | +90.8% | -21.4% | +58.2% |
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