+59.4%
VXUS vs USAR
-18.3%
+77.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.4% | +0.8% |
| 7D | -0.5% | +0.8% | -1.3% | -0.6% |
| 30D | -1.2% | -30.1% | +28.9% | -0.3% |
| 3M | -3.8% | -56.3% | +52.5% | -1.9% |
| 6M | -1.7% | -68.6% | +66.9% | +0.8% |
| YTD | +11.4% | -30.5% | +42.0% | +13.1% |
| 1Y | +13.3% | -53.5% | +66.8% | +15.2% |
| 3Y | +70.0% | -19.3% | +89.3% | +75.5% |
| All | +59.4% | -18.3% | +77.7% | +64.6% |
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