+53.0%
USAR vs VYM
+65.1%
-12.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.5% |
| 7D | -11.6% | -0.8% | -10.8% | -11.1% |
| 30D | -15.5% | -2.2% | -13.2% | -14.0% |
| 3M | -31.0% | +3.1% | -34.1% | -32.3% |
| 6M | -26.2% | +9.7% | -35.9% | -29.5% |
| YTD | +30.8% | +14.9% | +15.9% | +24.1% |
| 1Y | +7.1% | +17.6% | -10.5% | +1.4% |
| 3Y | +53.0% | +65.3% | -12.3% | +53.2% |
| All | +53.0% | +65.1% | -12.1% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 3y: compounded portfolio wealth divided by compounded VYM 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…
3y analysis · Full analysis span regression · 6 months rolling