+603.3%
USAC vs VT
+330.4%
+272.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.0% |
| 7D | +1.3% | +0.4% | +0.8% | +0.8% |
| 30D | +6.1% | +1.0% | +5.1% | +4.9% |
| 3M | -2.8% | +2.4% | -5.2% | -5.7% |
| 6M | +2.4% | +12.0% | -9.6% | -10.8% |
| YTD | +26.0% | +15.3% | +10.6% | +6.0% |
| 1Y | +24.6% | +22.6% | +2.0% | -2.4% |
| 3Y | +62.9% | +74.7% | -11.8% | -15.4% |
| 5Y | +187.5% | +66.1% | +121.3% | +55.2% |
| 10Y | +413.2% | +225.0% | +188.2% | +25.7% |
| All | +603.3% | +330.4% | +272.9% | +39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling