-19.9%
USAR vs VFC
+15.2%
-35.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.0% | +0.6% | -2.2% |
| 7D | +8.8% | -1.4% | +10.2% | +8.9% |
| 30D | -28.5% | +24.6% | -53.1% | -29.4% |
| 3M | -56.2% | +38.4% | -94.6% | -57.1% |
| 6M | -68.4% | +15.3% | -83.7% | -68.8% |
| YTD | -32.2% | +12.7% | -44.9% | -32.7% |
| 1Y | -52.3% | +32.7% | -85.0% | -52.6% |
| 3Y | -21.2% | +43.7% | -64.9% | -19.0% |
| All | -19.9% | +15.2% | -35.1% | -17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling