+199.8%
USL vs VT
+224.5%
-24.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +4.3% | +0.4% | +3.9% | +4.1% |
| 30D | +13.7% | +1.0% | +12.7% | +13.0% |
| 3M | 0.0% | +2.4% | -2.4% | -1.6% |
| 6M | +32.1% | +12.0% | +20.1% | +22.8% |
| YTD | +60.5% | +15.3% | +45.2% | +46.4% |
| 1Y | +49.1% | +22.6% | +26.5% | +30.9% |
| 3Y | +37.4% | +74.7% | -37.3% | -4.5% |
| 5Y | +111.9% | +66.1% | +45.7% | +51.1% |
| All | +199.8% | +224.5% | -24.7% | +31.3% |
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 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