+69.4%
USAR vs VO
+51.4%
+18.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -2.7% |
| 7D | -4.4% | -0.6% | -3.8% | -4.0% |
| 30D | -10.4% | -1.9% | -8.5% | -8.8% |
| 3M | -18.4% | +3.3% | -21.6% | -19.8% |
| 6M | -8.8% | +9.7% | -18.5% | -12.8% |
| YTD | +43.4% | +12.6% | +30.8% | +36.4% |
| 1Y | +21.0% | +13.6% | +7.3% | +15.1% |
| 3Y | +67.7% | +56.8% | +10.9% | +64.6% |
| All | +69.4% | +51.4% | +18.0% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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