+234.1%
USL vs VT
+221.8%
+12.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -1.3% | +2.4% | -3.7% | -2.5% |
| 30D | -5.9% | -1.5% | -4.3% | -5.4% |
| 3M | +14.2% | -4.1% | +18.3% | +16.2% |
| 6M | +5.7% | +0.6% | +5.1% | +4.4% |
| YTD | +72.4% | +11.0% | +61.4% | +59.8% |
| 1Y | +69.1% | +13.3% | +55.7% | +54.7% |
| 3Y | +52.5% | +73.4% | -20.9% | +6.1% |
| 5Y | +101.4% | +57.4% | +44.0% | +48.1% |
| All | +234.1% | +221.8% | +12.4% | +63.4% |
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