-19.9%
USAR vs VSH
+1.1%
-21.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.6% | +2.3% | -0.5% |
| 7D | +8.8% | +26.2% | -17.4% | -0.9% |
| 30D | -28.5% | -12.5% | -16.0% | -25.0% |
| 3M | -56.2% | -16.9% | -39.3% | -53.4% |
| 6M | -68.4% | -17.0% | -51.4% | -65.3% |
| YTD | -32.2% | +93.8% | -126.0% | -37.3% |
| 1Y | -52.3% | +99.3% | -151.6% | -56.0% |
| 3Y | -21.2% | +35.0% | -56.2% | -23.6% |
| All | -19.9% | +1.1% | -21.0% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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