+62.0%
VEA vs USAR
-20.3%
+82.2%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.6% |
| 7D | +1.8% | +8.8% | -6.9% | +1.6% |
| 30D | -0.9% | -28.5% | +27.6% | -0.1% |
| 3M | -5.0% | -56.2% | +51.1% | -3.1% |
| 6M | 0.0% | -68.4% | +68.4% | +2.4% |
| YTD | +12.2% | -32.2% | +44.4% | +14.0% |
| 1Y | +14.7% | -52.3% | +67.0% | +16.6% |
| 3Y | +73.2% | -21.2% | +94.4% | +79.4% |
| All | +62.0% | -20.3% | +82.2% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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