-19.0%
USAR vs VMC
+27.2%
-46.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | -0.8% | -1.3% | +0.5% | -0.4% |
| 30D | -20.9% | +15.5% | -36.4% | -23.9% |
| 3M | -56.2% | +0.6% | -56.7% | -56.4% |
| 6M | -67.9% | +2.1% | -70.0% | -68.4% |
| YTD | -31.4% | -1.6% | -29.9% | -31.7% |
| 1Y | -45.1% | -1.2% | -43.9% | -45.2% |
| 3Y | -20.3% | +35.3% | -55.6% | -17.9% |
| All | -19.0% | +27.2% | -46.2% | -16.6% |
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