-18.3%
USAR vs ESTC
+24.6%
-42.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.2% | +8.6% | +10.8% |
| 7D | -14.5% | -11.5% | -3.0% | -14.3% |
| 30D | -37.8% | -7.5% | -30.3% | -37.7% |
| 3M | -52.8% | +23.1% | -75.8% | -52.7% |
| 6M | -71.2% | +75.3% | -146.5% | -71.0% |
| YTD | -30.9% | +14.1% | -45.0% | -31.8% |
| 1Y | -48.0% | -0.6% | -47.4% | -49.2% |
| 3Y | -19.7% | +20.8% | -40.5% | -20.6% |
| All | -18.3% | +24.6% | -42.9% | -19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling