+100.3%
USO vs VCIT
+19.2%
+81.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +3.9% | +2.1% |
| 7D | -1.4% | -1.4% | -0.1% | -3.8% |
| 30D | -4.6% | +0.8% | -5.4% | -3.2% |
| 3M | +14.7% | -1.7% | +16.5% | +11.6% |
| 6M | +1.2% | -2.1% | +3.3% | -1.4% |
| YTD | +111.2% | -2.0% | +113.2% | +106.3% |
| 1Y | +109.3% | -1.5% | +110.8% | +105.0% |
| All | +100.3% | +19.2% | +81.1% | +111.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling