+1,445.7%
USLM vs VT
+371.8%
+1,073.8%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.8% |
| 7D | +1.9% | +1.0% | +0.8% | +1.0% |
| 30D | -2.3% | -0.2% | -2.1% | -2.2% |
| 3M | +11.0% | +4.5% | +6.4% | +6.8% |
| 6M | -0.1% | +14.1% | -14.2% | -10.8% |
| YTD | -2.0% | +14.8% | -16.7% | -12.7% |
| 1Y | -4.2% | +21.2% | -25.4% | -18.4% |
| 3Y | +177.5% | +76.6% | +101.0% | +77.0% |
| 5Y | +325.4% | +66.6% | +258.8% | +181.8% |
| 10Y | +896.7% | +222.3% | +674.4% | +298.4% |
| All | +1,445.7% | +371.8% | +1,073.8% | +426.8% |
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