+59.3%
USAR vs VMC
+14.2%
+45.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.3% | -6.3% | -6.0% |
| 7D | -9.3% | -3.7% | -5.6% | -8.5% |
| 30D | -15.2% | -12.8% | -2.4% | -12.6% |
| 3M | -21.1% | -7.9% | -13.2% | -20.1% |
| 6M | -21.6% | -7.5% | -14.1% | -20.4% |
| YTD | +34.8% | -11.6% | +46.4% | +38.1% |
| 1Y | +15.6% | -14.3% | +29.9% | +18.7% |
| 3Y | +57.7% | +18.5% | +39.2% | +67.1% |
| All | +59.3% | +14.2% | +45.1% | +68.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling