+423.9%
USMV vs VT
+420.6%
+3.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.9% | +0.4% | -1.4% | -1.2% |
| 30D | +1.1% | +1.0% | +0.1% | +0.4% |
| 3M | +4.6% | +2.4% | +2.2% | +2.7% |
| 6M | +4.3% | +12.0% | -7.7% | -4.1% |
| YTD | +7.8% | +15.3% | -7.5% | -3.0% |
| 1Y | +8.6% | +22.6% | -13.9% | -6.5% |
| 3Y | +41.2% | +74.7% | -33.4% | -6.4% |
| 5Y | +39.7% | +66.1% | -26.4% | -4.7% |
| 10Y | +160.9% | +225.0% | -64.1% | +10.9% |
| All | +423.9% | +420.6% | +3.4% | +77.7% |
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