+54.5%
USAR vs VTR
+105.8%
-51.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -3.2% |
| 7D | -11.6% | -0.3% | -11.3% | -11.7% |
| 30D | -15.5% | +1.1% | -16.6% | -15.1% |
| 3M | -31.0% | +7.9% | -38.9% | -29.0% |
| 6M | -26.2% | +6.2% | -32.4% | -23.6% |
| YTD | +30.8% | +17.7% | +13.0% | +38.3% |
| 1Y | +7.1% | +32.9% | -25.8% | +15.7% |
| 3Y | +53.0% | +129.7% | -76.7% | +68.4% |
| All | +54.5% | +105.8% | -51.3% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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