-18.6%
USAR vs VT
+69.8%
-88.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.7% | -7.6% | -7.8% |
| 7D | -21.8% | -0.3% | -21.5% | -21.5% |
| 30D | -39.9% | -1.4% | -38.5% | -38.7% |
| 3M | -52.5% | -1.4% | -51.1% | -51.3% |
| 6M | -67.9% | +5.5% | -73.4% | -68.3% |
| YTD | -31.1% | +12.8% | -43.9% | -33.9% |
| 1Y | -49.8% | +15.4% | -65.3% | -51.9% |
| 3Y | -19.9% | +76.9% | -96.8% | -18.1% |
| All | -18.6% | +69.8% | -88.4% | -16.7% |
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