-13.0%
USAR vs ESI
+75.8%
-88.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.1% | +1.4% | +3.6% |
| 7D | -1.1% | -3.5% | +2.4% | +1.1% |
| 30D | -30.3% | -9.3% | -21.0% | -26.2% |
| 3M | -54.7% | -12.8% | -41.9% | -51.2% |
| 6M | -67.5% | -24.6% | -42.9% | -62.2% |
| YTD | -26.4% | +32.7% | -59.1% | -30.0% |
| 1Y | -49.5% | +20.3% | -69.8% | -50.6% |
| 3Y | -14.5% | +80.2% | -94.6% | -16.4% |
| All | -13.0% | +75.8% | -88.8% | -14.9% |
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