+59.3%
USAR vs VNQ
+23.4%
+35.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.1% | -5.9% |
| 7D | -9.3% | -2.6% | -6.7% | -9.1% |
| 30D | -15.2% | -2.3% | -12.8% | -15.0% |
| 3M | -21.1% | -2.8% | -18.3% | -21.2% |
| 6M | -21.6% | +2.5% | -24.1% | -22.7% |
| YTD | +34.8% | +8.4% | +26.3% | +32.1% |
| 1Y | +15.6% | +6.8% | +8.9% | +13.6% |
| 3Y | +57.7% | +29.9% | +27.8% | +57.0% |
| All | +59.3% | +23.4% | +35.9% | +58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling