-19.0%
USAR vs VT
+67.1%
-86.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.5% |
| 7D | -0.8% | +2.4% | -3.1% | -3.3% |
| 30D | -20.9% | -1.5% | -19.4% | -18.9% |
| 3M | -56.2% | -4.1% | -52.0% | -53.4% |
| 6M | -67.9% | +0.6% | -68.5% | -66.9% |
| YTD | -31.4% | +11.0% | -42.5% | -32.6% |
| 1Y | -45.1% | +13.3% | -58.4% | -46.1% |
| 3Y | -20.3% | +73.4% | -93.7% | -16.5% |
| All | -19.0% | +67.1% | -86.1% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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