+15.6%
USAR vs VCLT
-3.8%
+19.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.2% | -4.8% | -2.1% |
| 7D | -9.3% | -1.3% | -8.0% | -5.1% |
| 30D | -15.2% | -1.1% | -14.1% | -11.8% |
| 3M | -21.1% | -3.7% | -17.4% | -9.9% |
| 6M | -21.6% | -4.0% | -17.5% | -9.3% |
| YTD | +34.8% | -3.4% | +38.2% | +51.6% |
| 1Y | +15.6% | -4.1% | +19.8% | +32.2% |
| All | +15.6% | -3.8% | +19.5% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling