+59.3%
USAR vs VTRS
+86.0%
-26.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.7% | -5.3% | -5.9% |
| 7D | -9.3% | -3.3% | -6.0% | -8.9% |
| 30D | -15.2% | +1.4% | -16.5% | -15.3% |
| 3M | -21.1% | +4.6% | -25.7% | -21.9% |
| 6M | -21.6% | +18.1% | -39.6% | -24.4% |
| YTD | +34.8% | +34.7% | +0.1% | +29.0% |
| 1Y | +15.6% | +65.6% | -50.0% | +8.2% |
| 3Y | +57.7% | +83.8% | -26.1% | +49.8% |
| All | +59.3% | +86.0% | -26.7% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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