+71.0%
USEP vs VT
+145.4%
-74.4%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +1.1% | +2.4% | -1.3% | +0.2% |
| 30D | -1.0% | -1.5% | +0.5% | -0.5% |
| 3M | -0.2% | -4.1% | +3.9% | +1.4% |
| 6M | +2.3% | +0.6% | +1.8% | +1.9% |
| YTD | +6.3% | +11.0% | -4.7% | +1.9% |
| 1Y | +7.8% | +13.3% | -5.5% | +2.5% |
| 3Y | +40.5% | +73.4% | -32.9% | +13.6% |
| 5Y | +46.5% | +57.4% | -11.0% | +21.5% |
| All | +71.0% | +145.4% | -74.4% | +18.5% |
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