+75.4%
USAR vs VIVK
-100.0%
+175.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.7% | -7.4% | +0.2% |
| 7D | +2.3% | +13.1% | -10.7% | +2.2% |
| 30D | -8.6% | -29.7% | +21.0% | -8.4% |
| 3M | -20.5% | -93.0% | +72.5% | -18.1% |
| 6M | +1.2% | -98.0% | +99.2% | +5.8% |
| YTD | +48.4% | -97.8% | +146.2% | +53.4% |
| 1Y | +30.6% | -100.0% | +130.6% | +48.6% |
| 3Y | +73.6% | -100.0% | +173.6% | +98.6% |
| All | +75.4% | -100.0% | +175.4% | +100.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling