+27.4%
USFR vs VO
+278.1%
-250.6%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.1% | -0.3% | +0.3% | +0.1% |
| 30D | +0.3% | -0.3% | +0.6% | +0.3% |
| 3M | +1.0% | +2.9% | -1.9% | +1.0% |
| 6M | +1.9% | +9.3% | -7.4% | +1.9% |
| YTD | +2.6% | +14.2% | -11.6% | +2.6% |
| 1Y | +4.0% | +15.3% | -11.2% | +4.0% |
| 3Y | +14.1% | +56.2% | -42.1% | +13.9% |
| 5Y | +20.4% | +42.4% | -22.0% | +20.3% |
| 10Y | +28.0% | +194.7% | -166.7% | +27.1% |
| All | +27.4% | +278.1% | -250.6% | +26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling