+968.5%
VRT vs USAR
+74.0%
+894.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.8% | +4.4% |
| 7D | +9.1% | -2.1% | +11.2% | +9.3% |
| 30D | +0.9% | +2.6% | -1.7% | +0.5% |
| 3M | -13.4% | -35.0% | +21.6% | -10.7% |
| 6M | +11.7% | -6.9% | +18.6% | +11.9% |
| YTD | +73.2% | +48.0% | +25.3% | +69.2% |
| 1Y | +123.4% | +24.8% | +98.6% | +119.0% |
| 3Y | +606.2% | +73.2% | +532.9% | +772.6% |
| All | +968.5% | +74.0% | +894.5% | +1,396.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling