+63.9%
VXUS vs USAR
-19.7%
+83.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.8% | -10.7% | -0.2% |
| 7D | -1.8% | -14.5% | +12.7% | -1.4% |
| 30D | -4.6% | -37.8% | +33.3% | -3.4% |
| 3M | -6.1% | -52.8% | +46.7% | -4.4% |
| 6M | -4.9% | -71.2% | +66.3% | -2.4% |
| YTD | +8.1% | -30.9% | +38.9% | +9.8% |
| 1Y | +12.1% | -48.0% | +60.1% | +13.9% |
| 3Y | +63.9% | -19.7% | +83.6% | +69.0% |
| All | +63.9% | -19.7% | +83.6% | +69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling