+110.2%
USEA vs VT
+105.1%
+5.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +10.1% | +0.4% | +9.7% | +9.6% |
| 30D | +10.5% | +1.0% | +9.6% | +9.4% |
| 3M | +23.9% | +2.4% | +21.5% | +20.7% |
| 6M | +53.9% | +12.0% | +41.9% | +35.8% |
| YTD | +94.7% | +15.3% | +79.3% | +66.2% |
| 1Y | +113.1% | +22.6% | +90.5% | +70.6% |
| 3Y | +76.8% | +74.7% | +2.1% | -19.1% |
| All | +110.2% | +105.1% | +5.2% | -81.1% |
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