+81.0%
USO vs VCIT
+30.3%
+50.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.9% |
| 7D | -10.6% | +0.1% | -10.7% | -10.6% |
| 30D | -4.6% | +1.1% | -5.7% | -4.5% |
| 3M | +12.3% | -1.4% | +13.7% | +12.3% |
| 6M | +5.9% | -2.3% | +8.2% | +5.9% |
| YTD | +104.5% | -1.8% | +106.3% | +104.2% |
| 1Y | +97.3% | -1.0% | +98.3% | +96.7% |
| 3Y | +97.0% | +19.3% | +77.8% | +86.3% |
| 5Y | +151.2% | +3.8% | +147.4% | +155.1% |
| All | +81.0% | +30.3% | +50.6% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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