-31.1%
USAR vs VG
-44.6%
+13.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.1% |
| 7D | -0.8% | +14.0% | -14.8% | +0.1% |
| 30D | -20.9% | -1.0% | -20.0% | -20.9% |
| 3M | -56.2% | -2.7% | -53.5% | -56.1% |
| 6M | -67.9% | +1.5% | -69.4% | -67.6% |
| YTD | -31.4% | +93.7% | -125.1% | -30.4% |
| 1Y | -45.1% | +68.5% | -113.6% | -45.0% |
| All | -31.1% | -44.6% | +13.4% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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