+84.3%
VUG vs USAR
+74.5%
+9.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | +0.9% | +2.3% | -1.5% | +0.8% |
| 30D | -1.4% | -8.6% | +7.2% | -1.3% |
| 3M | +2.3% | -20.5% | +22.8% | +2.6% |
| 6M | +15.7% | +1.2% | +14.5% | +15.5% |
| YTD | +8.6% | +48.4% | -39.8% | +8.5% |
| 1Y | +14.1% | +30.6% | -16.6% | +14.1% |
| 3Y | +87.9% | +73.6% | +14.3% | +90.0% |
| All | +84.3% | +74.5% | +9.8% | +89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling