+145.4%
USCI vs VT
+214.8%
-69.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +1.2% |
| 7D | -5.6% | -4.2% | -1.4% | -4.4% |
| 30D | -6.0% | -5.8% | -0.2% | -4.3% |
| 3M | +4.5% | -5.2% | +9.8% | +6.1% |
| 6M | +2.5% | +0.1% | +2.3% | +2.0% |
| YTD | +33.3% | +8.2% | +25.1% | +29.2% |
| 1Y | +33.0% | +10.1% | +22.9% | +28.2% |
| 3Y | +74.3% | +69.7% | +4.6% | +44.4% |
| 5Y | +138.3% | +53.4% | +84.9% | +103.0% |
| All | +145.4% | +214.8% | -69.4% | +61.3% |
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