-57.2%
USAS vs VT
+214.8%
-272.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.1% | -0.1% | +0.6% |
| 7D | -3.9% | -4.2% | +0.3% | +1.4% |
| 30D | -34.0% | -5.8% | -28.2% | -28.7% |
| 3M | -38.7% | -5.2% | -33.4% | -33.8% |
| 6M | -46.8% | +0.1% | -46.9% | -44.8% |
| YTD | -42.3% | +8.2% | -50.5% | -43.7% |
| 1Y | -20.5% | +10.1% | -30.6% | -23.4% |
| 3Y | +353.8% | +69.7% | +284.2% | +201.7% |
| 5Y | +28.3% | +53.4% | -25.1% | -8.5% |
| All | -57.2% | +214.8% | -272.0% | -87.5% |
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 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