+73.6%
USAR vs VMC
+22.8%
+50.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.7% |
| 7D | +2.3% | -0.5% | +2.9% | +2.4% |
| 30D | -8.6% | -9.1% | +0.5% | -6.6% |
| 3M | -20.5% | -4.1% | -16.3% | -20.3% |
| 6M | +1.2% | -5.5% | +6.7% | +2.2% |
| YTD | +48.4% | -8.9% | +57.3% | +51.1% |
| 1Y | +30.6% | -12.9% | +43.6% | +32.9% |
| 3Y | +73.6% | +22.1% | +51.5% | +82.9% |
| All | +73.6% | +22.8% | +50.8% | +82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling