+69.4%
USAR vs VFC
-26.3%
+95.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -3.3% |
| 7D | -4.4% | -2.3% | -2.1% | -4.3% |
| 30D | -10.4% | -13.4% | +3.0% | -9.6% |
| 3M | -18.4% | -23.7% | +5.3% | -17.1% |
| 6M | -8.8% | -24.5% | +15.6% | -7.0% |
| YTD | +43.4% | -27.8% | +71.2% | +46.4% |
| 1Y | +21.0% | -13.5% | +34.4% | +23.8% |
| 3Y | +67.7% | -27.1% | +94.9% | +77.2% |
| All | +69.4% | -26.3% | +95.7% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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