+35.8%
USIO vs VT
+215.5%
-179.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.8% |
| 7D | +1.4% | -2.3% | +3.7% | +3.2% |
| 30D | +3.1% | -5.0% | +8.1% | +7.3% |
| 3M | +28.1% | -4.9% | +33.0% | +33.2% |
| 6M | +119.3% | -1.5% | +120.8% | +122.3% |
| YTD | +117.6% | +8.5% | +109.2% | +104.9% |
| 1Y | +96.0% | +11.4% | +84.7% | +80.8% |
| 3Y | +56.6% | +70.1% | -13.5% | +5.3% |
| 5Y | -51.3% | +53.7% | -105.0% | -65.1% |
| All | +35.8% | +215.5% | -179.7% | -12.1% |
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