-33.2%
USAR vs VG
-49.4%
+16.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.7% | -11.3% | -9.5% |
| 7D | -9.1% | -7.7% | -1.4% | -9.6% |
| 30D | -36.9% | -8.8% | -28.1% | -37.2% |
| 3M | -58.4% | -15.6% | -42.8% | -58.8% |
| 6M | -70.6% | +5.2% | -75.8% | -70.3% |
| YTD | -33.4% | +76.9% | -110.3% | -32.8% |
| 1Y | -54.0% | +42.5% | -96.5% | -54.5% |
| All | -33.2% | -49.4% | +16.2% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling