+110.2%
USAS vs VT
+66.2%
+44.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -1.5% | +0.4% | -1.9% | -2.1% |
| 30D | +11.4% | +1.0% | +10.5% | +10.1% |
| 3M | -7.9% | +2.4% | -10.3% | -9.3% |
| 6M | -43.5% | +12.0% | -55.5% | -50.3% |
| YTD | +4.9% | +15.3% | -10.4% | -10.3% |
| 1Y | +100.0% | +22.6% | +77.4% | +59.9% |
| 3Y | +436.0% | +74.7% | +361.3% | +189.2% |
| All | +110.2% | +66.2% | +44.0% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling