+92.5%
USB vs VMC
+40.2%
+52.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -0.4% |
| 7D | -1.5% | +1.9% | -3.3% | -2.2% |
| 30D | +4.3% | +14.7% | -10.4% | -1.5% |
| 3M | -6.1% | -0.3% | -5.8% | -6.3% |
| 6M | +9.4% | -1.7% | +11.1% | +9.3% |
| YTD | +15.2% | +0.7% | +14.5% | +12.3% |
| 1Y | +32.8% | +0.9% | +31.9% | +29.2% |
| All | +92.5% | +40.2% | +52.3% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling