+75.8%
VOO vs USAR
-18.3%
+94.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.4% | -3.1% | +1.2% |
| 7D | -0.9% | +0.8% | -1.7% | -0.9% |
| 30D | -2.3% | -30.1% | +27.7% | -1.8% |
| 3M | -1.2% | -56.3% | +55.1% | +0.1% |
| 6M | +3.3% | -68.6% | +71.9% | +4.9% |
| YTD | +12.3% | -30.5% | +42.9% | +13.4% |
| 1Y | +12.5% | -53.5% | +66.0% | +13.7% |
| 3Y | +79.2% | -19.3% | +98.5% | +82.2% |
| All | +75.8% | -18.3% | +94.1% | +79.9% |
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