+69.5%
USEA vs VT
+92.9%
-23.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.1% |
| 7D | -7.4% | -2.3% | -5.1% | -5.3% |
| 30D | -9.2% | -5.0% | -4.2% | -4.5% |
| 3M | -9.9% | -4.9% | -5.0% | -5.4% |
| 6M | +9.8% | -1.5% | +11.3% | +10.9% |
| YTD | +56.9% | +8.5% | +48.5% | +42.4% |
| 1Y | +88.1% | +11.4% | +76.7% | +66.0% |
| 3Y | +58.5% | +70.1% | -11.5% | -27.9% |
| All | +69.5% | +92.9% | -23.4% | -83.8% |
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 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