+225.6%
USIO vs VT
+345.0%
-119.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.7% | +0.3% |
| 7D | -9.8% | -4.2% | -5.7% | -7.3% |
| 30D | +3.5% | -5.8% | +9.3% | +7.6% |
| 3M | +25.8% | -5.2% | +31.0% | +30.2% |
| 6M | +118.7% | +0.1% | +118.5% | +119.0% |
| YTD | +115.4% | +8.2% | +107.2% | +105.2% |
| 1Y | +96.6% | +10.1% | +86.5% | +85.2% |
| 3Y | +51.8% | +69.7% | -17.8% | +9.1% |
| 5Y | -51.8% | +53.4% | -105.2% | -62.9% |
| 10Y | +51.8% | +219.2% | -167.4% | -23.0% |
| All | +225.6% | +345.0% | -119.4% | +140.3% |
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 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