+48.6%
USAR vs VG
-39.3%
+87.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.5% |
| 7D | -2.1% | +1.7% | -3.8% | -2.0% |
| 30D | +2.6% | +16.0% | -13.4% | +3.9% |
| 3M | -35.0% | +9.7% | -44.7% | -34.2% |
| 6M | -6.9% | +29.6% | -36.4% | -5.9% |
| YTD | +48.0% | +112.0% | -64.0% | +50.9% |
| 1Y | +24.8% | +12.8% | +12.0% | +20.2% |
| All | +48.6% | -39.3% | +87.9% | +43.5% |
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