+169.7%
USCI vs VT
+66.2%
+103.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +2.0% | +0.4% | +1.6% | +1.9% |
| 30D | +8.5% | +1.0% | +7.6% | +8.3% |
| 3M | +9.5% | +2.4% | +7.1% | +8.8% |
| 6M | +22.8% | +12.0% | +10.8% | +19.4% |
| YTD | +38.4% | +15.3% | +23.1% | +33.4% |
| 1Y | +40.5% | +22.6% | +17.9% | +33.0% |
| 3Y | +80.2% | +74.7% | +5.6% | +54.4% |
| All | +169.7% | +66.2% | +103.5% | +137.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling