+135.3%
USMF vs VT
+180.8%
-45.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -1.1% |
| 7D | -2.4% | -0.3% | -2.1% | -2.2% |
| 30D | -3.6% | -1.4% | -2.2% | -2.4% |
| 3M | -5.5% | -1.4% | -4.1% | -4.4% |
| 6M | +0.2% | +5.5% | -5.3% | -4.4% |
| YTD | +0.7% | +12.8% | -12.1% | -9.6% |
| 1Y | +2.7% | +15.4% | -12.8% | -9.7% |
| 3Y | +37.0% | +76.9% | -39.8% | -17.8% |
| 5Y | +33.6% | +60.4% | -26.8% | -12.9% |
| All | +135.3% | +180.8% | -45.5% | -5.8% |
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 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