+108.7%
USB vs VMC
+149.2%
-40.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | +1.4% | -4.3% | +5.8% | +3.4% |
| 30D | -1.3% | -8.2% | +6.9% | +2.4% |
| 3M | +15.2% | -7.0% | +22.3% | +18.4% |
| 6M | +18.8% | -10.8% | +29.6% | +24.0% |
| YTD | +21.0% | -7.4% | +28.4% | +23.3% |
| 1Y | +34.0% | -9.5% | +43.5% | +37.7% |
| 3Y | +95.3% | +20.5% | +74.8% | +73.6% |
| 5Y | +40.4% | +51.6% | -11.2% | +10.7% |
| All | +108.7% | +149.2% | -40.4% | +33.2% |
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