+22.7%
USB vs VMC
+51.1%
-28.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -0.1% |
| 7D | -1.5% | +1.9% | -3.3% | -2.4% |
| 30D | +4.3% | +14.7% | -10.4% | -2.5% |
| 3M | -6.1% | -0.3% | -5.8% | -6.3% |
| 6M | +9.4% | -1.7% | +11.1% | +9.2% |
| YTD | +15.2% | +0.7% | +14.5% | +12.3% |
| 1Y | +32.8% | +0.9% | +31.9% | +29.1% |
| 3Y | +91.3% | +40.5% | +50.8% | +52.5% |
| 5Y | +22.7% | +51.5% | -28.9% | -9.7% |
| All | +22.7% | +51.1% | -28.5% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling