-22.7%
USAR vs VLTO
+70.5%
-93.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.1% | -9.7% | -9.6% |
| 7D | -9.1% | +1.6% | -10.7% | -8.8% |
| 30D | -36.9% | +22.0% | -58.9% | -34.9% |
| 3M | -58.4% | +21.9% | -80.3% | -57.0% |
| 6M | -70.6% | +36.5% | -107.1% | -69.4% |
| YTD | -33.4% | +19.0% | -52.4% | -30.0% |
| 1Y | -54.0% | +21.0% | -75.0% | -51.7% |
| All | -22.7% | +70.5% | -93.2% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling