+59.3%
USAR vs VICR
+206.1%
-146.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.2% | -2.8% | -5.3% |
| 7D | -9.3% | -0.4% | -8.9% | -9.3% |
| 30D | -15.2% | -15.6% | +0.4% | -12.5% |
| 3M | -21.1% | -35.4% | +14.3% | -14.4% |
| 6M | -21.6% | +1.3% | -22.8% | -19.9% |
| YTD | +34.8% | +62.5% | -27.7% | +33.2% |
| 1Y | +15.6% | +255.5% | -239.8% | +9.0% |
| 3Y | +57.7% | +182.0% | -124.3% | +49.5% |
| All | +59.3% | +206.1% | -146.8% | +50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling