+69.4%
USAR vs VCLT
+9.0%
+60.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | -10.4% | +0.1% | -10.5% | -10.4% |
| 3M | -18.4% | -2.9% | -15.5% | -17.2% |
| 6M | -8.8% | -4.0% | -4.9% | -7.6% |
| YTD | +43.4% | -2.2% | +45.6% | +45.2% |
| 1Y | +21.0% | -2.6% | +23.6% | +22.6% |
| 3Y | +67.7% | +12.3% | +55.5% | +69.4% |
| All | +69.4% | +9.0% | +60.4% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling