-26.1%
USAR vs VG
-50.2%
+24.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.3% | +4.2% | +6.7% |
| 7D | -1.1% | -8.3% | +7.2% | -1.7% |
| 30D | -30.3% | -10.3% | -19.9% | -30.7% |
| 3M | -54.7% | -10.8% | -43.9% | -54.9% |
| 6M | -67.5% | +3.5% | -71.0% | -67.2% |
| YTD | -26.4% | +74.0% | -100.3% | -25.8% |
| 1Y | -49.5% | +48.9% | -98.4% | -49.8% |
| All | -26.1% | -50.2% | +24.1% | -29.4% |
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