+69.4%
USAR vs VMC
+13.9%
+55.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.3% | -0.1% | -2.7% |
| 7D | -4.4% | -5.3% | +0.9% | -3.2% |
| 30D | -10.4% | -12.3% | +1.9% | -7.7% |
| 3M | -18.4% | -10.3% | -8.1% | -16.9% |
| 6M | -8.8% | -8.6% | -0.3% | -7.3% |
| YTD | +43.4% | -11.9% | +55.2% | +47.0% |
| 1Y | +21.0% | -13.9% | +34.9% | +24.4% |
| 3Y | +67.7% | +18.2% | +49.6% | +77.8% |
| All | +69.4% | +13.9% | +55.6% | +79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling