+8,200.6%
USB vs VMC
+3,693.4%
+4,507.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.6% | -2.7% | -0.1% |
| 7D | +2.4% | +12.3% | -9.9% | -2.7% |
| 30D | +6.6% | +21.2% | -14.7% | -2.1% |
| 3M | -4.1% | +4.6% | -8.7% | -6.2% |
| 6M | +12.5% | +3.9% | +8.6% | +9.7% |
| YTD | +17.6% | +5.0% | +12.7% | +13.4% |
| 1Y | +36.5% | +2.6% | +33.9% | +32.8% |
| 3Y | +95.4% | +46.5% | +48.9% | +61.0% |
| 5Y | +26.1% | +59.7% | -33.6% | -1.0% |
| 10Y | +101.3% | +177.9% | -76.6% | +17.4% |
| All | +8,200.6% | +3,693.4% | +4,507.2% | +1,840.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling