+538.6%
USAC vs VT
+303.9%
+234.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | +3.5% |
| 7D | -3.7% | -4.2% | +0.5% | +0.5% |
| 30D | -4.2% | -5.8% | +1.6% | +1.8% |
| 3M | -3.7% | -5.2% | +1.5% | +1.5% |
| 6M | -7.6% | +0.1% | -7.8% | -9.0% |
| YTD | +14.4% | +8.2% | +6.1% | +2.6% |
| 1Y | +12.2% | +10.1% | +2.1% | -1.5% |
| 3Y | +20.3% | +69.7% | -49.3% | -36.0% |
| 5Y | +140.6% | +53.4% | +87.3% | +41.6% |
| 10Y | +327.3% | +219.2% | +108.0% | +5.8% |
| All | +538.6% | +303.9% | +234.6% | +35.0% |
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