+217.9%
USL vs VT
+217.6%
+0.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.9% |
| 7D | -9.0% | -0.1% | -8.9% | -9.1% |
| 30D | -5.2% | -3.1% | -2.1% | -3.9% |
| 3M | +10.5% | -3.5% | +14.0% | +12.0% |
| 6M | +7.3% | +0.5% | +6.9% | +6.1% |
| YTD | +68.1% | +10.8% | +57.3% | +56.0% |
| 1Y | +60.8% | +11.9% | +48.9% | +48.3% |
| 3Y | +51.0% | +73.0% | -22.0% | +5.1% |
| 5Y | +95.2% | +58.6% | +36.6% | +42.6% |
| 10Y | +217.9% | +219.2% | -1.3% | +49.8% |
| All | +217.9% | +217.6% | +0.2% | +49.8% |
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