-78.5%
USNA vs VT
+222.7%
-301.3%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +6.6% | +0.4% | +6.1% | +6.2% |
| 30D | -0.2% | +1.0% | -1.2% | -1.0% |
| 3M | -17.5% | +2.4% | -19.9% | -19.2% |
| 6M | -22.6% | +12.0% | -34.6% | -29.6% |
| YTD | -23.8% | +15.3% | -39.1% | -32.5% |
| 1Y | -52.9% | +22.6% | -75.5% | -60.2% |
| 3Y | -76.9% | +74.7% | -151.6% | -85.3% |
| 5Y | -84.9% | +66.1% | -151.0% | -90.1% |
| All | -78.5% | +222.7% | -301.3% | -92.2% |
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