+106.5%
USCI vs VT
+404.7%
-298.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +1.3% |
| 7D | -5.6% | -4.2% | -1.4% | -4.3% |
| 30D | -6.0% | -5.8% | -0.2% | -4.2% |
| 3M | +4.5% | -5.2% | +9.8% | +6.2% |
| 6M | +2.5% | +0.1% | +2.3% | +2.0% |
| YTD | +33.3% | +8.2% | +25.1% | +29.0% |
| 1Y | +33.0% | +10.1% | +22.9% | +27.9% |
| 3Y | +74.3% | +69.7% | +4.6% | +43.1% |
| 5Y | +138.3% | +53.4% | +84.9% | +101.1% |
| 10Y | +146.3% | +219.2% | -73.0% | +55.7% |
| All | +106.5% | +404.7% | -298.2% | +4.8% |
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