+74.9%
USAR vs VIG
+57.1%
+17.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | -2.1% | -0.4% | -1.7% | -1.8% |
| 30D | +2.6% | -1.0% | +3.6% | +3.3% |
| 3M | -35.0% | +2.8% | -37.8% | -35.9% |
| 6M | -6.9% | +8.2% | -15.1% | -10.7% |
| YTD | +48.0% | +11.0% | +37.0% | +41.7% |
| 1Y | +24.8% | +16.1% | +8.7% | +20.2% |
| 3Y | +73.2% | +56.2% | +17.1% | +79.7% |
| All | +74.9% | +57.1% | +17.8% | +81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling