-30.0%
USL vs VT
+346.0%
-376.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -9.7% | -2.3% | -7.3% | -8.6% |
| 30D | +0.7% | -5.0% | +5.6% | +3.5% |
| 3M | +20.8% | -4.9% | +25.7% | +23.8% |
| 6M | +13.8% | -1.5% | +15.3% | +13.6% |
| YTD | +74.7% | +8.5% | +66.2% | +62.8% |
| 1Y | +68.8% | +11.4% | +57.4% | +54.7% |
| 3Y | +51.1% | +70.1% | -19.0% | +4.7% |
| 5Y | +101.8% | +53.7% | +48.1% | +46.9% |
| 10Y | +236.6% | +220.0% | +16.7% | +51.1% |
| All | -30.0% | +346.0% | -376.0% | -77.2% |
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