+243.8%
USMC vs VT
+164.7%
+79.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.2% | 0.0% |
| 7D | -1.5% | -0.3% | -1.2% | -1.3% |
| 30D | -2.7% | -1.4% | -1.2% | -1.3% |
| 3M | -0.6% | -1.4% | +0.8% | +0.7% |
| 6M | +7.9% | +5.5% | +2.4% | +2.5% |
| YTD | +11.2% | +12.8% | -1.7% | -1.0% |
| 1Y | +11.0% | +15.4% | -4.4% | -3.2% |
| 3Y | +79.8% | +76.9% | +2.9% | +5.3% |
| 5Y | +84.7% | +60.4% | +24.3% | +18.0% |
| All | +243.8% | +164.7% | +79.1% | +40.0% |
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 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