+97.5%
USB vs VT
+226.2%
-128.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +0.3% | -1.6% | +1.9% | +2.1% |
| 30D | +4.1% | -2.5% | +6.6% | +7.0% |
| 3M | -5.5% | -1.3% | -4.2% | -4.2% |
| 6M | +8.3% | +3.1% | +5.2% | +3.8% |
| YTD | +15.4% | +10.9% | +4.5% | +1.3% |
| 1Y | +33.4% | +12.1% | +21.3% | +15.7% |
| 3Y | +91.7% | +73.9% | +17.8% | -0.1% |
| 5Y | +20.7% | +58.0% | -37.3% | -29.3% |
| All | +97.5% | +226.2% | -128.7% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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