+54.5%
USAR vs ITOT
+74.9%
-20.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.7% |
| 7D | -11.6% | -0.9% | -10.7% | -11.0% |
| 30D | -15.5% | -1.5% | -14.0% | -14.3% |
| 3M | -31.0% | +3.6% | -34.6% | -32.3% |
| 6M | -26.2% | +13.7% | -39.9% | -30.0% |
| YTD | +30.8% | +12.9% | +17.8% | +24.5% |
| 1Y | +7.1% | +17.2% | -10.1% | +1.9% |
| 3Y | +53.0% | +75.6% | -22.6% | +53.3% |
| All | +54.5% | +74.9% | -20.4% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 5y: compounded portfolio wealth divided by compounded ITOT 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…
5y analysis · Full analysis span regression · 6 months rolling