-19.7%
USAR vs VCIT
+19.7%
-39.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.1% | +11.0% | +11.0% |
| 7D | -14.5% | +0.1% | -14.6% | -14.7% |
| 30D | -37.8% | +1.9% | -39.7% | -39.7% |
| 3M | -52.8% | -1.4% | -51.3% | -51.7% |
| 6M | -71.2% | -2.1% | -69.1% | -70.4% |
| YTD | -30.9% | -1.6% | -29.2% | -29.0% |
| 1Y | -48.0% | -0.9% | -47.1% | -46.6% |
| 3Y | -19.7% | +20.0% | -39.7% | -18.7% |
| All | -19.7% | +19.7% | -39.4% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling