+112.0%
USG vs VT
+65.5%
+46.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | -0.5% | +0.4% | -1.0% | -0.6% |
| 30D | +1.2% | +1.0% | +0.3% | +1.1% |
| 3M | -4.4% | +2.4% | -6.8% | -4.8% |
| 6M | -15.9% | +12.0% | -27.9% | -17.4% |
| YTD | -1.3% | +15.3% | -16.6% | -3.2% |
| 1Y | +16.3% | +22.6% | -6.3% | +13.5% |
| 3Y | +98.6% | +74.7% | +23.9% | +89.7% |
| All | +112.0% | +65.5% | +46.5% | +101.0% |
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