+81.3%
USB vs VTV
+230.1%
-148.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.6% |
| 7D | +2.6% | +2.9% | -0.3% | -1.4% |
| 30D | +8.4% | +3.8% | +4.6% | +2.9% |
| 3M | -5.5% | +1.6% | -7.1% | -7.5% |
| 6M | +17.7% | +11.2% | +6.5% | +1.6% |
| YTD | +17.6% | +22.0% | -4.4% | -10.8% |
| 1Y | +33.9% | +24.9% | +9.0% | -1.6% |
| 3Y | +103.8% | +78.5% | +25.4% | -6.7% |
| 5Y | +25.6% | +77.8% | -52.2% | -41.1% |
| All | +81.3% | +230.1% | -148.7% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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