-30.9%
USL vs VT
+345.0%
-375.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.2% | +2.5% |
| 7D | -10.5% | -4.2% | -6.4% | -8.4% |
| 30D | -0.4% | -5.8% | +5.4% | +2.9% |
| 3M | +22.1% | -5.2% | +27.3% | +25.5% |
| 6M | +5.3% | +0.1% | +5.1% | +4.0% |
| YTD | +72.4% | +8.2% | +64.2% | +61.0% |
| 1Y | +66.7% | +10.1% | +56.6% | +53.9% |
| 3Y | +50.0% | +69.7% | -19.7% | +4.1% |
| 5Y | +99.2% | +53.4% | +45.8% | +45.2% |
| 10Y | +232.3% | +219.2% | +13.1% | +49.3% |
| All | -30.9% | +345.0% | -375.9% | -77.5% |
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