-42.0%
USGO vs VT
+74.7%
-116.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +5.0% |
| 7D | +0.4% | -2.3% | +2.7% | +2.6% |
| 30D | -16.2% | -5.0% | -11.2% | -11.6% |
| 3M | -38.1% | -4.9% | -33.3% | -34.8% |
| 6M | -61.3% | -1.5% | -59.7% | -60.5% |
| YTD | -40.6% | +8.5% | -49.1% | -44.3% |
| 1Y | -48.6% | +11.4% | -60.0% | -52.6% |
| 3Y | -8.1% | +70.1% | -78.1% | -39.5% |
| All | -42.0% | +74.7% | -116.7% | -61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling