+83.4%
VUG vs USAR
+68.6%
+14.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.4% |
| 7D | +0.1% | -4.4% | +4.5% | +0.2% |
| 30D | -1.7% | -10.4% | +8.7% | -1.5% |
| 3M | +2.8% | -18.4% | +21.2% | +3.0% |
| 6M | +13.6% | -8.8% | +22.4% | +13.6% |
| YTD | +8.1% | +43.4% | -35.3% | +8.0% |
| 1Y | +13.1% | +21.0% | -7.9% | +13.2% |
| 3Y | +87.0% | +67.7% | +19.2% | +89.2% |
| All | +83.4% | +68.6% | +14.8% | +88.2% |
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