+91.7%
USB vs VMC
+159.8%
-68.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | 0.0% | +0.5% | -0.5% | -0.3% |
| 30D | +5.8% | +15.8% | -10.0% | -1.2% |
| 3M | -6.0% | +0.6% | -6.5% | -6.5% |
| 6M | +7.8% | -4.0% | +11.8% | +8.8% |
| YTD | +14.6% | -0.3% | +14.9% | +12.7% |
| 1Y | +31.8% | -0.5% | +32.3% | +29.6% |
| 3Y | +91.5% | +39.6% | +52.0% | +58.7% |
| 5Y | +22.0% | +50.1% | -28.0% | -3.7% |
| All | +91.7% | +159.8% | -68.0% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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