-13.0%
USAR vs VCIT
+17.3%
-30.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.1% | +6.4% | +6.4% |
| 7D | -1.1% | +0.7% | -1.8% | -2.1% |
| 30D | -30.3% | +1.8% | -32.1% | -31.8% |
| 3M | -54.7% | -1.1% | -53.6% | -54.0% |
| 6M | -67.5% | -1.7% | -65.8% | -66.9% |
| YTD | -26.4% | -1.1% | -25.2% | -25.2% |
| 1Y | -49.5% | -0.4% | -49.2% | -48.7% |
| 3Y | -14.5% | +20.5% | -34.9% | -14.1% |
| All | -13.0% | +17.3% | -30.3% | -12.6% |
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