-23.3%
USAR vs VIK
+239.9%
-263.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.0% | -2.2% |
| 7D | +8.8% | +3.2% | +5.6% | +8.3% |
| 30D | -28.5% | +8.2% | -36.6% | -29.1% |
| 3M | -56.2% | -14.7% | -41.5% | -55.6% |
| 6M | -68.4% | +10.3% | -78.7% | -68.5% |
| YTD | -32.2% | +24.5% | -56.6% | -32.5% |
| 1Y | -52.3% | +45.7% | -98.0% | -51.6% |
| All | -23.3% | +239.9% | -263.2% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 3y: compounded portfolio wealth divided by compounded VIK 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…
3y analysis · Full analysis span regression · 6 months rolling