+129.5%
USCB vs VT
+71.5%
+57.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +4.7% | +0.4% | +4.3% | +4.5% |
| 30D | +5.5% | +1.0% | +4.5% | +4.9% |
| 3M | +27.0% | +2.4% | +24.6% | +25.1% |
| 6M | +23.1% | +12.0% | +11.1% | +15.0% |
| YTD | +29.9% | +15.3% | +14.5% | +19.3% |
| 1Y | +38.0% | +22.6% | +15.4% | +22.1% |
| 3Y | +123.1% | +74.7% | +48.4% | +69.0% |
| 5Y | +91.9% | +66.1% | +25.7% | +41.9% |
| All | +129.5% | +71.5% | +57.9% | +74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling