+596.7%
VRT vs USAR
-18.7%
+615.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.8% | -7.4% | +2.3% |
| 7D | -21.4% | -14.5% | -6.8% | -20.0% |
| 30D | -25.8% | -37.8% | +12.0% | -22.3% |
| 3M | -33.5% | -52.8% | +19.2% | -28.7% |
| 6M | -49.0% | -71.2% | +22.2% | -43.4% |
| YTD | +12.9% | -30.9% | +43.8% | +18.7% |
| 1Y | 0.0% | -48.0% | +48.0% | +6.0% |
| 3Y | +361.8% | -19.7% | +381.5% | +495.0% |
| All | +596.7% | -18.7% | +615.4% | +949.7% |
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