+84.9%
USB vs VTV
+229.0%
-144.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.5% |
| 7D | +1.4% | 0.0% | +1.4% | +1.3% |
| 30D | +6.4% | +3.2% | +3.2% | +1.9% |
| 3M | -4.5% | +1.7% | -6.1% | -6.6% |
| 6M | +11.4% | +11.0% | +0.3% | -3.7% |
| YTD | +17.1% | +21.0% | -3.9% | -10.1% |
| 1Y | +32.6% | +24.3% | +8.3% | -1.8% |
| 3Y | +101.8% | +76.9% | +24.9% | -6.5% |
| 5Y | +25.1% | +76.9% | -51.8% | -40.9% |
| 10Y | +84.9% | +227.8% | -142.9% | -59.2% |
| All | +84.9% | +229.0% | -144.2% | -59.2% |
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