+1,007.7%
VRT vs USAR
+74.5%
+933.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | +13.6% | +2.3% | +11.3% | +13.4% |
| 30D | +6.8% | -8.6% | +15.4% | +7.5% |
| 3M | -3.2% | -20.5% | +17.3% | -1.6% |
| 6M | +20.3% | +1.2% | +19.1% | +20.0% |
| YTD | +79.6% | +48.4% | +31.2% | +75.3% |
| 1Y | +139.0% | +30.6% | +108.4% | +134.0% |
| 3Y | +644.6% | +73.6% | +571.0% | +817.1% |
| All | +1,007.7% | +74.5% | +933.2% | +1,451.0% |
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 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