+105.9%
USB vs VTV
+226.9%
-121.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.3% |
| 7D | +2.1% | +0.3% | +1.8% | +1.7% |
| 30D | -2.3% | +0.1% | -2.4% | -2.4% |
| 3M | +13.9% | +6.2% | +7.7% | +4.7% |
| 6M | +21.6% | +13.5% | +8.1% | +2.0% |
| YTD | +19.3% | +18.9% | +0.5% | -6.0% |
| 1Y | +33.6% | +25.8% | +7.8% | -2.7% |
| 3Y | +97.7% | +68.7% | +29.0% | -1.7% |
| 5Y | +40.4% | +80.3% | -39.9% | -35.1% |
| 10Y | +105.9% | +226.3% | -120.4% | -52.5% |
| All | +105.9% | +226.9% | -121.0% | -52.5% |
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