+75.4%
USAR vs VICR
+232.3%
-157.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.2% |
| 7D | +2.3% | +9.8% | -7.5% | +0.3% |
| 30D | -8.6% | -12.6% | +4.0% | -6.4% |
| 3M | -20.5% | -29.7% | +9.2% | -15.3% |
| 6M | +1.2% | +18.8% | -17.6% | +0.9% |
| YTD | +48.4% | +76.4% | -28.0% | +44.2% |
| 1Y | +30.6% | +282.4% | -251.7% | +21.1% |
| 3Y | +73.6% | +206.2% | -132.5% | +61.8% |
| All | +75.4% | +232.3% | -157.0% | +63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling