+89.2%
USB vs VMC
+146.3%
-57.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | 0.0% | +1.3% |
| 7D | +0.8% | +0.3% | +0.5% | +0.6% |
| 30D | +6.8% | +18.6% | -11.8% | -1.4% |
| 3M | -3.8% | +2.0% | -5.8% | -5.0% |
| 6M | +11.7% | +2.6% | +9.1% | +9.4% |
| YTD | +17.5% | +2.3% | +15.2% | +14.2% |
| 1Y | +33.8% | +1.7% | +32.1% | +30.3% |
| 3Y | +104.2% | +41.7% | +62.5% | +68.0% |
| 5Y | +26.4% | +46.6% | -20.2% | +0.7% |
| 10Y | +89.2% | +140.3% | -51.1% | +17.9% |
| All | +89.2% | +146.3% | -57.1% | +17.9% |
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