+73.5%
USO vs VCIT
+29.7%
+43.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -3.9% | -3.9% |
| 7D | -9.1% | +0.7% | -9.8% | -9.0% |
| 30D | -3.7% | +1.8% | -5.5% | -3.6% |
| 3M | +20.9% | -1.6% | +22.5% | +20.9% |
| 6M | +6.8% | -2.1% | +8.9% | +6.8% |
| YTD | +106.3% | -1.6% | +107.8% | +106.0% |
| 1Y | +100.2% | -0.8% | +101.0% | +99.6% |
| 3Y | +103.1% | +19.9% | +83.1% | +91.7% |
| 5Y | +146.1% | +3.3% | +142.8% | +151.3% |
| 10Y | +73.5% | +30.6% | +42.8% | +84.4% |
| All | +73.5% | +29.7% | +43.8% | +84.4% |
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