+75.4%
USAR vs ESTC
+28.0%
+47.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +0.3% |
| 7D | +2.3% | -4.3% | +6.6% | +2.3% |
| 30D | -8.6% | +17.7% | -26.4% | -8.7% |
| 3M | -20.5% | +42.3% | -62.8% | -20.5% |
| 6M | +1.2% | +64.6% | -63.4% | +1.5% |
| YTD | +48.4% | +17.2% | +31.2% | +46.2% |
| 1Y | +30.6% | -4.2% | +34.8% | +26.9% |
| 3Y | +73.6% | +13.5% | +60.1% | +71.3% |
| All | +75.4% | +28.0% | +47.4% | +72.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling