+71.7%
USEA vs VT
+97.0%
-25.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +4.4% |
| 7D | -5.5% | -0.1% | -5.4% | -5.6% |
| 30D | -5.5% | -3.1% | -2.5% | -2.7% |
| 3M | -6.7% | -3.5% | -3.2% | -3.6% |
| 6M | +10.2% | +0.5% | +9.7% | +8.8% |
| YTD | +58.9% | +10.8% | +48.2% | +40.9% |
| 1Y | +81.3% | +11.9% | +69.4% | +59.1% |
| 3Y | +62.9% | +73.0% | -10.1% | -27.1% |
| All | +71.7% | +97.0% | -25.3% | -84.0% |
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