+354.6%
USLM vs VT
+53.2%
+301.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.9% | +0.7% |
| 7D | +4.8% | -4.2% | +9.0% | +9.2% |
| 30D | +6.8% | -5.8% | +12.6% | +12.9% |
| 3M | +1.4% | -5.2% | +6.7% | +6.6% |
| 6M | +12.3% | +0.1% | +12.2% | +11.8% |
| YTD | -0.1% | +8.2% | -8.3% | -7.9% |
| 1Y | +5.4% | +10.1% | -4.8% | -4.4% |
| 3Y | +194.5% | +69.7% | +124.8% | +90.0% |
| 5Y | +354.6% | +53.4% | +301.3% | +237.7% |
| All | +354.6% | +53.2% | +301.5% | +237.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling