-21.4%
USAR vs ESTC
+26.3%
-47.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -3.3% | -6.3% | -9.5% |
| 7D | -9.1% | -3.6% | -5.5% | -9.0% |
| 30D | -36.9% | -11.2% | -25.8% | -36.8% |
| 3M | -58.4% | +14.3% | -72.7% | -58.3% |
| 6M | -70.6% | +67.0% | -137.6% | -70.4% |
| YTD | -33.4% | +15.7% | -49.1% | -34.3% |
| 1Y | -54.0% | -6.3% | -47.8% | -55.4% |
| 3Y | -22.7% | +14.5% | -37.2% | -23.5% |
| All | -21.4% | +26.3% | -47.7% | -22.3% |
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