+7.8%
USNA vs VT
+346.0%
-338.2%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -4.8% | -2.3% | -2.4% | -3.1% |
| 30D | -7.1% | -5.0% | -2.1% | -3.5% |
| 3M | -8.5% | -4.9% | -3.6% | -4.9% |
| 6M | -31.9% | -1.5% | -30.3% | -31.2% |
| YTD | -30.6% | +8.5% | -39.0% | -34.9% |
| 1Y | -28.9% | +11.4% | -40.2% | -34.7% |
| 3Y | -70.6% | +70.1% | -140.7% | -80.3% |
| 5Y | -86.7% | +53.7% | -140.4% | -90.5% |
| 10Y | -77.4% | +220.0% | -297.4% | -90.8% |
| All | +7.8% | +346.0% | -338.2% | -63.7% |
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