+65.2%
USEA vs VT
+97.9%
-32.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -5.2% |
| 7D | -7.6% | +0.4% | -8.0% | -8.2% |
| 30D | -9.1% | -2.6% | -6.5% | -6.8% |
| 3M | -11.9% | -3.2% | -8.6% | -9.2% |
| 6M | +6.1% | +0.9% | +5.1% | +4.3% |
| YTD | +53.0% | +11.3% | +41.7% | +35.0% |
| 1Y | +82.1% | +14.0% | +68.1% | +56.7% |
| 3Y | +60.6% | +75.8% | -15.2% | -30.1% |
| All | +65.2% | +97.9% | -32.7% | -84.7% |
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