+74.9%
USAR vs ESI
+92.1%
-17.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -2.0% |
| 7D | -2.1% | +3.3% | -5.4% | -3.8% |
| 30D | +2.6% | -5.9% | +8.5% | +5.8% |
| 3M | -35.0% | -14.1% | -20.9% | -29.4% |
| 6M | -6.9% | +6.6% | -13.4% | -6.9% |
| YTD | +48.0% | +45.0% | +3.0% | +33.9% |
| 1Y | +24.8% | +41.5% | -16.7% | +13.9% |
| 3Y | +73.2% | +78.8% | -5.5% | +61.3% |
| All | +74.9% | +92.1% | -17.2% | +62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling