+24.8%
USAR vs VMC
-8.5%
+33.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.1% |
| 7D | -2.1% | -4.3% | +2.2% | +1.2% |
| 30D | +2.6% | -8.2% | +10.9% | +9.5% |
| 3M | -35.0% | -7.0% | -28.0% | -33.3% |
| 6M | -6.9% | -10.8% | +3.9% | -0.8% |
| YTD | +48.0% | -7.4% | +55.4% | +42.6% |
| 1Y | +24.8% | -9.5% | +34.3% | +33.0% |
| All | +24.8% | -8.5% | +33.3% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling