+379.7%
VRT vs USAR
-20.4%
+400.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -3.7% |
| 7D | +10.5% | -0.8% | +11.3% | +10.6% |
| 30D | -9.3% | -20.9% | +11.6% | -7.1% |
| 3M | -29.6% | -56.2% | +26.6% | -23.9% |
| 6M | -45.4% | -67.9% | +22.5% | -39.7% |
| YTD | +24.8% | -31.4% | +56.2% | +31.2% |
| 1Y | +23.6% | -45.1% | +68.7% | +30.9% |
| 3Y | +379.7% | -20.3% | +400.0% | +500.9% |
| All | +379.7% | -20.4% | +400.1% | +500.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling