-49.8%
USAR vs VICR
+76.0%
-125.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -11.1% | +5.3% | -0.7% |
| 7D | -21.8% | -26.6% | +4.8% | -9.9% |
| 30D | -39.9% | -47.9% | +8.0% | -20.3% |
| 3M | -52.5% | -29.8% | -22.8% | -47.6% |
| 6M | -67.9% | -36.6% | -31.3% | -64.6% |
| YTD | -31.1% | +45.1% | -76.2% | -60.1% |
| 1Y | -49.8% | +80.0% | -129.9% | -75.1% |
| All | -49.8% | +76.0% | -125.8% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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