-19.0%
USAR vs VCIT
+16.1%
-35.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.3% |
| 7D | -0.8% | -1.4% | +0.6% | +1.2% |
| 30D | -20.9% | +0.6% | -21.5% | -21.5% |
| 3M | -56.2% | -2.2% | -53.9% | -54.9% |
| 6M | -67.9% | -2.3% | -65.6% | -66.9% |
| YTD | -31.4% | -2.2% | -29.2% | -29.3% |
| 1Y | -45.1% | -1.4% | -43.7% | -43.4% |
| 3Y | -20.3% | +18.7% | -39.1% | -18.9% |
| All | -19.0% | +16.1% | -35.0% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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