+85.0%
VUG vs USAR
+74.0%
+11.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | -0.1% | -2.1% | +2.0% | -0.1% |
| 30D | -0.3% | +2.6% | -2.9% | -0.4% |
| 3M | -0.7% | -35.0% | +34.3% | -0.2% |
| 6M | +14.6% | -6.9% | +21.5% | +14.5% |
| YTD | +9.0% | +48.0% | -39.0% | +8.9% |
| 1Y | +14.9% | +24.8% | -9.9% | +15.0% |
| 3Y | +86.0% | +73.2% | +12.8% | +88.2% |
| All | +85.0% | +74.0% | +11.0% | +89.7% |
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