+69.4%
USAR vs VYM
+66.2%
+3.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.0% |
| 7D | -4.4% | -1.0% | -3.5% | -3.7% |
| 30D | -10.4% | -2.0% | -8.4% | -9.0% |
| 3M | -18.4% | +3.1% | -21.4% | -19.8% |
| 6M | -8.8% | +8.9% | -17.7% | -12.5% |
| YTD | +43.4% | +14.7% | +28.6% | +36.4% |
| 1Y | +21.0% | +19.4% | +1.6% | +15.0% |
| 3Y | +67.7% | +65.4% | +2.3% | +68.0% |
| All | +69.4% | +66.2% | +3.2% | +69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling