-14.3%
USAR vs VLTO
+56.1%
-70.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.8% | +5.7% | +6.6% |
| 7D | -1.1% | +2.0% | -3.1% | -0.8% |
| 30D | -30.3% | +21.8% | -52.1% | -28.2% |
| 3M | -54.7% | +20.2% | -74.9% | -53.4% |
| 6M | -67.5% | +36.3% | -103.8% | -66.3% |
| YTD | -26.4% | +18.8% | -45.2% | -23.1% |
| 1Y | -49.5% | +20.4% | -69.9% | -47.3% |
| 3Y | -14.5% | +71.9% | -86.4% | -9.1% |
| All | -14.3% | +56.1% | -70.4% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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