-92.7%
USAS vs VT
+356.1%
-448.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | -15.0% | -1.6% | -13.4% | -13.8% |
| 30D | -38.7% | -2.5% | -36.2% | -37.2% |
| 3M | -33.7% | -1.3% | -32.4% | -32.4% |
| 6M | -53.8% | +3.1% | -56.9% | -53.9% |
| YTD | -47.0% | +10.9% | -57.9% | -49.0% |
| 1Y | -29.8% | +12.1% | -41.9% | -32.7% |
| 3Y | +316.9% | +73.9% | +243.0% | +199.2% |
| 5Y | +24.6% | +58.0% | -33.4% | -4.6% |
| 10Y | -62.4% | +225.5% | -287.8% | -81.7% |
| All | -92.7% | +356.1% | -448.8% | -97.7% |
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 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