-13.0%
USAR vs VFC
+20.1%
-33.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.6% | +3.9% | +6.4% |
| 7D | -1.1% | +7.7% | -8.8% | -1.5% |
| 30D | -30.3% | +39.2% | -69.5% | -31.7% |
| 3M | -54.7% | +40.3% | -95.0% | -55.7% |
| 6M | -67.5% | +11.4% | -78.9% | -67.8% |
| YTD | -26.4% | +17.5% | -43.9% | -27.1% |
| 1Y | -49.5% | +45.9% | -95.4% | -49.9% |
| 3Y | -14.5% | +47.3% | -61.8% | -12.3% |
| All | -13.0% | +20.1% | -33.1% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling