-79.7%
USNA vs VT
+224.4%
-304.1%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.1% | -2.9% |
| 7D | -10.3% | -0.7% | -9.6% | -9.8% |
| 30D | -14.0% | -1.7% | -12.3% | -12.9% |
| 3M | -6.6% | -2.3% | -4.3% | -4.9% |
| 6M | -26.3% | +1.5% | -27.8% | -27.4% |
| YTD | -34.5% | +12.0% | -46.6% | -40.6% |
| 1Y | -32.4% | +12.9% | -45.3% | -39.1% |
| 3Y | -71.6% | +74.9% | -146.6% | -81.9% |
| 5Y | -87.2% | +59.9% | -147.1% | -91.4% |
| 10Y | -79.7% | +224.6% | -304.4% | -92.5% |
| All | -79.7% | +224.4% | -304.1% | -92.5% |
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