+74.9%
USAR vs VCLT
+9.3%
+65.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -2.1% | -0.5% | -1.6% | -1.9% |
| 30D | +2.6% | -0.9% | +3.5% | +3.1% |
| 3M | -35.0% | -3.2% | -31.8% | -34.0% |
| 6M | -6.9% | -3.8% | -3.1% | -5.7% |
| YTD | +48.0% | -2.0% | +50.0% | +49.7% |
| 1Y | +24.8% | -0.8% | +25.6% | +26.4% |
| 3Y | +73.2% | +12.3% | +61.0% | +74.8% |
| All | +74.9% | +9.3% | +65.6% | +76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling