-55.4%
USIO vs VT
+66.2%
-121.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -0.7% | +0.4% | -1.2% | -1.2% |
| 30D | +18.0% | +1.0% | +17.1% | +16.9% |
| 3M | +77.4% | +2.4% | +75.0% | +73.1% |
| 6M | +97.8% | +12.0% | +85.8% | +76.2% |
| YTD | +102.2% | +15.3% | +86.9% | +74.4% |
| 1Y | +93.7% | +22.6% | +71.1% | +56.6% |
| 3Y | +62.7% | +74.7% | -11.9% | -11.9% |
| All | -55.4% | +66.2% | -121.6% | -73.3% |
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