-49.8%
USAR vs ESTC
+1.6%
-51.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.0% | -5.6% |
| 7D | -21.8% | -15.9% | -5.9% | -17.9% |
| 30D | -39.9% | -5.5% | -34.4% | -38.9% |
| 3M | -52.5% | +26.2% | -78.7% | -56.3% |
| 6M | -67.9% | +77.0% | -145.0% | -73.5% |
| YTD | -31.1% | +18.9% | -50.0% | -34.1% |
| 1Y | -49.8% | +1.3% | -51.1% | -47.2% |
| All | -49.8% | +1.6% | -51.4% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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