+53.0%
USAR vs VNQ
+30.7%
+22.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.1% |
| 7D | -11.6% | -1.3% | -10.4% | -11.5% |
| 30D | -15.5% | -2.6% | -12.9% | -15.3% |
| 3M | -31.0% | -2.0% | -29.0% | -31.2% |
| 6M | -26.2% | +4.3% | -30.5% | -27.4% |
| YTD | +30.8% | +9.2% | +21.5% | +28.0% |
| 1Y | +7.1% | +5.6% | +1.5% | +5.2% |
| 3Y | +53.0% | +30.8% | +22.1% | +52.1% |
| All | +53.0% | +30.7% | +22.3% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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