+66.7%
USIO vs VT
+224.5%
-157.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -0.7% | +0.4% | -1.2% | -1.1% |
| 30D | +18.0% | +1.0% | +17.1% | +17.2% |
| 3M | +77.4% | +2.4% | +75.0% | +74.2% |
| 6M | +97.8% | +12.0% | +85.8% | +81.6% |
| YTD | +102.2% | +15.3% | +86.9% | +81.3% |
| 1Y | +93.7% | +22.6% | +71.1% | +65.7% |
| 3Y | +62.7% | +74.7% | -11.9% | +6.1% |
| 5Y | -56.3% | +66.1% | -122.4% | -70.5% |
| All | +66.7% | +224.5% | -157.8% | -24.6% |
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 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