+369.1%
USB vs VTV
+721.7%
-352.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | +0.1% |
| 7D | +1.4% | +0.5% | +0.9% | +0.8% |
| 30D | -1.3% | +1.1% | -2.4% | -2.7% |
| 3M | +15.2% | +5.9% | +9.4% | +6.7% |
| 6M | +18.8% | +11.6% | +7.2% | +2.6% |
| YTD | +21.0% | +19.8% | +1.2% | -4.8% |
| 1Y | +34.0% | +26.2% | +7.8% | -1.5% |
| 3Y | +95.3% | +68.5% | +26.9% | +0.1% |
| 5Y | +40.4% | +79.9% | -39.5% | -32.9% |
| 10Y | +107.3% | +229.7% | -122.4% | -52.9% |
| All | +369.1% | +721.7% | -352.6% | -63.6% |
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