+228.9%
USMC vs VT
+154.5%
+74.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.6% |
| 7D | -3.5% | -2.3% | -1.2% | -1.3% |
| 30D | -7.5% | -5.0% | -2.6% | -3.0% |
| 3M | -5.0% | -4.9% | -0.1% | -0.4% |
| 6M | +1.1% | -1.5% | +2.7% | +2.5% |
| YTD | +6.3% | +8.5% | -2.1% | -1.7% |
| 1Y | +7.3% | +11.4% | -4.1% | -3.3% |
| 3Y | +71.5% | +70.1% | +1.4% | +4.2% |
| 5Y | +76.9% | +53.7% | +23.2% | +17.7% |
| All | +228.9% | +154.5% | +74.4% | +39.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling