-44.9%
USGO vs VT
+74.3%
-119.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | +3.4% |
| 7D | -11.0% | -4.2% | -6.8% | -7.1% |
| 30D | -24.2% | -5.8% | -18.4% | -19.3% |
| 3M | -38.4% | -5.2% | -33.2% | -34.9% |
| 6M | -63.2% | +0.1% | -63.3% | -63.1% |
| YTD | -43.5% | +8.2% | -51.8% | -46.9% |
| 1Y | -51.0% | +10.1% | -61.2% | -54.5% |
| 3Y | -11.1% | +69.7% | -80.7% | -41.4% |
| All | -44.9% | +74.3% | -119.2% | -63.6% |
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