-5.5%
USGO vs VT
+84.8%
-90.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.6% |
| 7D | +1.1% | +1.0% | +0.1% | 0.0% |
| 30D | -1.2% | -0.2% | -0.9% | -0.9% |
| 3M | +1.4% | +4.5% | -3.1% | -3.1% |
| 6M | -34.5% | +14.1% | -48.6% | -41.9% |
| YTD | -3.2% | +14.8% | -17.9% | -14.3% |
| 1Y | -9.0% | +21.2% | -30.1% | -22.7% |
| 3Y | -7.2% | +76.6% | -83.7% | -42.2% |
| All | -5.5% | +84.8% | -90.3% | -41.3% |
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