-30.6%
USAR vs VG
-51.4%
+20.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.1% | +10.8% | +10.9% |
| 7D | -14.5% | -22.0% | +7.5% | -16.1% |
| 30D | -37.8% | -11.6% | -26.2% | -38.2% |
| 3M | -52.8% | -14.9% | -37.9% | -53.1% |
| 6M | -71.2% | -3.5% | -67.7% | -71.1% |
| YTD | -30.9% | +70.0% | -100.9% | -30.5% |
| 1Y | -48.0% | +50.0% | -98.0% | -48.2% |
| All | -30.6% | -51.4% | +20.8% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling