-19.0%
USAR vs ESTC
+27.6%
-46.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.1% |
| 7D | -0.8% | +2.4% | -3.2% | -0.8% |
| 30D | -20.9% | -4.2% | -16.7% | -20.8% |
| 3M | -56.2% | +2.5% | -58.6% | -56.0% |
| 6M | -67.9% | +81.5% | -149.4% | -67.6% |
| YTD | -31.4% | +16.8% | -48.3% | -32.3% |
| 1Y | -45.1% | -3.5% | -41.6% | -46.6% |
| 3Y | -20.3% | +17.7% | -38.0% | -21.2% |
| All | -19.0% | +27.6% | -46.6% | -20.0% |
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