+114.2%
VGT vs USAR
+58.5%
+55.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.0% | +4.9% | -0.8% |
| 7D | -1.0% | -9.3% | +8.3% | -0.7% |
| 30D | -0.4% | -15.2% | +14.7% | +0.1% |
| 3M | +6.6% | -21.1% | +27.7% | +7.3% |
| 6M | +31.0% | -21.6% | +52.6% | +31.7% |
| YTD | +27.2% | +34.8% | -7.5% | +27.0% |
| 1Y | +34.5% | +15.6% | +18.8% | +34.4% |
| 3Y | +123.1% | +57.7% | +65.4% | +127.5% |
| All | +114.2% | +58.5% | +55.7% | +122.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling