+54.5%
USAR vs VIVK
-100.0%
+154.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -7.4% | +4.4% | -2.9% |
| 7D | -11.6% | -4.4% | -7.3% | -11.6% |
| 30D | -15.5% | -40.8% | +25.3% | -15.1% |
| 3M | -31.0% | -94.1% | +63.1% | -28.8% |
| 6M | -26.2% | -98.2% | +72.0% | -22.8% |
| YTD | +30.8% | -98.0% | +128.8% | +35.4% |
| 1Y | +7.1% | -100.0% | +107.1% | +21.2% |
| 3Y | +53.0% | -100.0% | +153.0% | +75.2% |
| All | +54.5% | -100.0% | +154.5% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 10y: compounded portfolio wealth divided by compounded VIVK 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…
10y analysis · Full analysis span regression · 6 months rolling