-53.6%
USO vs VCIT
+95.6%
-149.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +3.9% | +3.1% |
| 7D | -1.4% | -1.4% | -0.1% | -1.8% |
| 30D | -4.6% | +0.8% | -5.4% | -4.4% |
| 3M | +14.7% | -1.7% | +16.5% | +14.3% |
| 6M | +1.2% | -2.1% | +3.3% | +0.9% |
| YTD | +111.2% | -2.0% | +113.2% | +110.5% |
| 1Y | +109.3% | -1.5% | +110.8% | +108.7% |
| 3Y | +103.5% | +19.0% | +84.5% | +104.4% |
| 5Y | +160.9% | +3.8% | +157.2% | +161.1% |
| 10Y | +86.9% | +30.6% | +56.3% | +106.4% |
| All | -53.6% | +95.6% | -149.3% | -26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling