+68.0%
VXUS vs USAR
+74.5%
-6.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | +1.6% | +2.3% | -0.7% | +1.5% |
| 30D | +1.0% | -8.6% | +9.6% | +1.2% |
| 3M | +5.7% | -20.5% | +26.1% | +6.0% |
| 6M | +13.6% | +1.2% | +12.4% | +13.4% |
| YTD | +17.4% | +48.4% | -31.0% | +17.0% |
| 1Y | +25.1% | +30.6% | -5.6% | +24.7% |
| 3Y | +75.8% | +73.6% | +2.2% | +78.5% |
| All | +68.0% | +74.5% | -6.5% | +70.2% |
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