+1,474.9%
USLM vs VT
+345.0%
+1,129.9%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.9% | +0.2% |
| 7D | +4.8% | -4.2% | +9.0% | +8.6% |
| 30D | +6.8% | -5.8% | +12.6% | +12.2% |
| 3M | +1.4% | -5.2% | +6.7% | +6.0% |
| 6M | +12.3% | +0.1% | +12.2% | +12.0% |
| YTD | -0.1% | +8.2% | -8.3% | -6.7% |
| 1Y | +5.4% | +10.1% | -4.8% | -2.9% |
| 3Y | +194.5% | +69.7% | +124.8% | +94.1% |
| 5Y | +354.6% | +53.4% | +301.3% | +222.0% |
| 10Y | +913.1% | +219.2% | +693.9% | +310.5% |
| All | +1,474.9% | +345.0% | +1,129.9% | +463.2% |
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