-19.7%
USAR vs VLTO
+69.5%
-89.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.5% | +10.4% | +10.9% |
| 7D | -14.5% | +5.4% | -19.9% | -13.6% |
| 30D | -37.8% | +22.3% | -60.1% | -35.8% |
| 3M | -52.8% | +19.6% | -72.4% | -51.4% |
| 6M | -71.2% | +35.2% | -106.4% | -70.1% |
| YTD | -30.9% | +17.9% | -48.7% | -27.5% |
| 1Y | -48.0% | +19.5% | -67.5% | -45.5% |
| 3Y | -19.7% | +73.9% | -93.6% | -14.0% |
| All | -19.7% | +69.5% | -89.2% | -14.0% |
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