+59.3%
USAR vs VIVK
-100.0%
+159.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.4% | -8.4% | -6.0% |
| 7D | -9.3% | -9.5% | +0.1% | -9.2% |
| 30D | -15.2% | -35.1% | +19.9% | -14.9% |
| 3M | -21.1% | -93.4% | +72.3% | -18.7% |
| 6M | -21.6% | -98.0% | +76.4% | -18.0% |
| YTD | +34.8% | -97.9% | +132.6% | +39.4% |
| 1Y | +15.6% | -100.0% | +115.6% | +31.1% |
| 3Y | +57.7% | -100.0% | +157.7% | +80.5% |
| All | +59.3% | -100.0% | +159.3% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling