+34.4%
USIO vs VT
+214.8%
-180.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.7% | +0.8% |
| 7D | -9.8% | -4.2% | -5.7% | -6.8% |
| 30D | +3.5% | -5.8% | +9.3% | +8.4% |
| 3M | +25.8% | -5.2% | +31.0% | +31.1% |
| 6M | +118.7% | +0.1% | +118.5% | +118.9% |
| YTD | +115.4% | +8.2% | +107.2% | +103.2% |
| 1Y | +96.6% | +10.1% | +86.5% | +82.9% |
| 3Y | +51.8% | +69.7% | -17.8% | +2.3% |
| 5Y | -51.8% | +53.4% | -105.2% | -65.4% |
| All | +34.4% | +214.8% | -180.4% | -12.9% |
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