-99.3%
USBC vs VT
+215.5%
-314.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.5% | +2.7% |
| 7D | -9.8% | -2.3% | -7.4% | -8.4% |
| 30D | -31.5% | -5.0% | -26.5% | -29.4% |
| 3M | +5.7% | -4.9% | +10.6% | +9.0% |
| 6M | -5.1% | -1.5% | -3.6% | -3.7% |
| YTD | -41.3% | +8.5% | -49.8% | -42.7% |
| 1Y | -55.4% | +11.4% | -66.8% | -56.9% |
| 3Y | -97.0% | +70.1% | -167.1% | -97.4% |
| 5Y | -99.5% | +53.7% | -153.3% | -99.6% |
| All | -99.3% | +215.5% | -314.9% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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