-26.3%
USAR vs VT
+62.9%
-89.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -4.1% | -5.4% | -4.7% |
| 7D | -29.5% | -4.2% | -25.3% | -25.6% |
| 30D | -46.0% | -5.8% | -40.2% | -41.7% |
| 3M | -56.8% | -5.2% | -51.5% | -53.4% |
| 6M | -72.9% | +0.1% | -73.1% | -71.6% |
| YTD | -37.6% | +8.2% | -45.9% | -36.9% |
| 1Y | -56.0% | +10.1% | -66.1% | -55.6% |
| 3Y | -27.5% | +69.7% | -97.2% | -21.9% |
| All | -26.3% | +62.9% | -89.2% | -20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling