-19.9%
USAR vs VIG
+64.1%
-84.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.3% | -2.3% |
| 7D | +8.8% | +3.1% | +5.7% | +6.4% |
| 30D | -28.5% | +5.0% | -33.5% | -30.7% |
| 3M | -56.2% | +2.7% | -58.8% | -56.9% |
| 6M | -68.4% | +11.0% | -79.4% | -70.2% |
| YTD | -32.2% | +16.0% | -48.1% | -36.9% |
| 1Y | -52.3% | +16.3% | -68.6% | -55.6% |
| 3Y | -21.2% | +66.8% | -88.0% | -20.5% |
| All | -19.9% | +64.1% | -84.0% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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