+346.4%
USB vs VTV
+716.1%
-369.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | +2.0% |
| 7D | -1.5% | -2.2% | +0.7% | +1.4% |
| 30D | +4.3% | +2.2% | +2.1% | +1.3% |
| 3M | -6.1% | +0.4% | -6.5% | -6.5% |
| 6M | +9.4% | +9.4% | 0.0% | -3.0% |
| YTD | +15.2% | +19.0% | -3.8% | -8.5% |
| 1Y | +32.8% | +23.3% | +9.4% | +0.6% |
| 3Y | +91.3% | +72.8% | +18.5% | -5.5% |
| 5Y | +22.7% | +73.9% | -51.3% | -38.7% |
| 10Y | +97.0% | +239.5% | -142.5% | -56.8% |
| All | +346.4% | +716.1% | -369.6% | -65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling