+28.5%
USFR vs VO
+202.1%
-173.6%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | +0.4% | +2.0% | -1.6% | +0.4% |
| 3M | +1.1% | -0.3% | +1.4% | +1.1% |
| 6M | +2.1% | +7.3% | -5.2% | +2.0% |
| YTD | +3.4% | +15.0% | -11.5% | +3.4% |
| 1Y | +4.1% | +14.7% | -10.6% | +4.1% |
| 3Y | +14.4% | +67.3% | -52.9% | +14.3% |
| 5Y | +21.4% | +38.8% | -17.4% | +21.4% |
| 10Y | +28.5% | +201.6% | -173.0% | +28.1% |
| All | +28.5% | +202.1% | -173.6% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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