+663.7%
VRT vs USAR
-13.4%
+677.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +6.5% | +3.1% | +8.9% |
| 7D | -10.6% | -1.1% | -9.5% | -10.4% |
| 30D | -17.4% | -30.3% | +12.8% | -14.5% |
| 3M | -26.4% | -54.7% | +28.3% | -20.7% |
| 6M | -41.0% | -67.5% | +26.5% | -35.1% |
| YTD | +23.8% | -26.4% | +50.2% | +29.2% |
| 1Y | +11.6% | -49.5% | +61.2% | +17.9% |
| 3Y | +403.5% | -14.5% | +417.9% | +544.7% |
| All | +663.7% | -13.4% | +677.2% | +1,043.3% |
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