+138.3%
USCI vs VT
+53.2%
+85.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.8% |
| 7D | -5.6% | -4.2% | -1.4% | -4.8% |
| 30D | -6.0% | -5.8% | -0.2% | -4.9% |
| 3M | +4.5% | -5.2% | +9.8% | +5.6% |
| 6M | +2.5% | +0.1% | +2.3% | +2.1% |
| YTD | +33.3% | +8.2% | +25.1% | +30.2% |
| 1Y | +33.0% | +10.1% | +22.9% | +29.3% |
| 3Y | +74.3% | +69.7% | +4.6% | +50.6% |
| 5Y | +138.3% | +53.4% | +84.9% | +118.5% |
| All | +138.3% | +53.2% | +85.1% | +118.5% |
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