-45.1%
USAR vs VFC
+37.3%
-82.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | -0.1% |
| 7D | -0.8% | +1.6% | -2.4% | -1.3% |
| 30D | -20.9% | +25.5% | -46.4% | -27.9% |
| 3M | -56.2% | +41.3% | -97.4% | -62.2% |
| 6M | -67.9% | +22.2% | -90.1% | -71.2% |
| YTD | -31.4% | +16.4% | -47.8% | -35.4% |
| 1Y | -45.1% | +38.4% | -83.5% | -46.2% |
| All | -45.1% | +37.3% | -82.4% | -46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling