+69.4%
USAR vs VSH
+14.9%
+54.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.1% | -3.6% |
| 7D | -4.4% | +3.5% | -8.0% | -5.7% |
| 30D | -10.4% | -4.4% | -6.0% | -8.9% |
| 3M | -18.4% | -45.8% | +27.4% | -1.4% |
| 6M | -8.8% | +90.1% | -99.0% | -17.0% |
| YTD | +43.4% | +120.3% | -77.0% | +27.5% |
| 1Y | +21.0% | +112.2% | -91.2% | +8.1% |
| 3Y | +67.7% | +36.6% | +31.2% | +56.2% |
| All | +69.4% | +14.9% | +54.5% | +57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling