+227.8%
USA vs VT
+221.8%
+6.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +1.0% |
| 7D | +1.7% | +2.4% | -0.7% | -0.8% |
| 30D | +3.2% | -1.5% | +4.7% | +4.9% |
| 3M | -0.3% | -4.1% | +3.8% | +4.1% |
| 6M | +8.3% | +0.6% | +7.7% | +7.2% |
| YTD | +4.9% | +11.0% | -6.2% | -6.9% |
| 1Y | +8.5% | +13.3% | -4.8% | -5.8% |
| 3Y | +34.6% | +73.4% | -38.8% | -27.4% |
| 5Y | +14.8% | +57.4% | -42.7% | -30.8% |
| All | +227.8% | +221.8% | +6.1% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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