+30.8%
USB vs VG
-51.4%
+82.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -2.0% |
| 7D | -1.5% | -22.0% | +20.5% | -0.7% |
| 30D | +4.3% | -14.7% | +19.0% | +4.7% |
| 3M | -6.1% | -7.1% | +1.0% | -6.1% |
| 6M | +9.4% | -11.2% | +20.6% | +9.2% |
| YTD | +15.2% | +69.8% | -54.7% | +7.9% |
| 1Y | +32.8% | +49.9% | -17.1% | +25.3% |
| All | +30.8% | -51.4% | +82.2% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 3y: compounded portfolio wealth divided by compounded VG 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…
3y analysis · Full analysis span regression · 6 months rolling