+59.0%
VXUS vs USAR
-13.4%
+72.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.5% | -3.7% | +2.7% |
| 7D | +0.8% | -1.1% | +1.8% | +0.8% |
| 30D | -1.9% | -30.3% | +28.4% | -1.0% |
| 3M | -4.4% | -54.7% | +50.3% | -2.5% |
| 6M | -2.0% | -67.5% | +65.5% | +0.3% |
| YTD | +11.1% | -26.4% | +37.5% | +12.7% |
| 1Y | +15.1% | -49.5% | +64.6% | +16.8% |
| 3Y | +70.4% | -14.5% | +84.9% | +75.7% |
| All | +59.0% | -13.4% | +72.4% | +63.9% |
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