+114.4%
USCI vs VT
+437.8%
-323.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.2% |
| 3M | +9.5% | +2.4% | +7.1% | +8.5% |
| 6M | +22.8% | +12.0% | +10.8% | +17.7% |
| YTD | +38.4% | +15.3% | +23.1% | +31.3% |
| 1Y | +40.5% | +22.6% | +17.9% | +30.4% |
| 3Y | +80.2% | +74.7% | +5.6% | +46.8% |
| 5Y | +166.6% | +66.1% | +100.5% | +119.2% |
| 10Y | +159.3% | +225.0% | -65.7% | +63.5% |
| All | +114.4% | +437.8% | -323.4% | +6.7% |
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