+9.7%
USNA vs VT
+345.0%
-335.3%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | -0.1% |
| 7D | -3.3% | -4.2% | +0.8% | -0.2% |
| 30D | -6.5% | -5.8% | -0.7% | -2.2% |
| 3M | -7.5% | -5.2% | -2.3% | -3.7% |
| 6M | -28.0% | +0.1% | -28.2% | -28.2% |
| YTD | -29.4% | +8.2% | -37.6% | -33.7% |
| 1Y | -32.1% | +10.1% | -42.2% | -37.1% |
| 3Y | -70.1% | +69.7% | -139.8% | -79.9% |
| 5Y | -86.5% | +53.4% | -139.8% | -90.3% |
| 10Y | -77.0% | +219.2% | -296.3% | -90.6% |
| All | +9.7% | +345.0% | -335.3% | -63.1% |
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