-35.8%
USGO vs VT
+79.3%
-115.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.6% | +8.1% | +8.0% |
| 7D | +1.6% | +0.4% | +1.2% | +1.1% |
| 30D | -6.9% | -2.6% | -4.3% | -4.2% |
| 3M | -32.9% | -3.2% | -29.6% | -30.4% |
| 6M | -57.1% | +0.9% | -58.0% | -57.3% |
| YTD | -34.2% | +11.3% | -45.5% | -39.8% |
| 1Y | -43.4% | +14.0% | -57.4% | -49.1% |
| 3Y | +0.9% | +75.8% | -75.0% | -35.7% |
| All | -35.8% | +79.3% | -115.1% | -58.8% |
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