-54.9%
USO vs VCIT
+98.3%
-153.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +9.5% | -0.3% | +9.8% | +9.4% |
| 30D | +23.6% | -0.8% | +24.3% | +23.4% |
| 3M | +3.8% | -1.0% | +4.8% | +3.7% |
| 6M | +55.0% | -1.8% | +56.9% | +54.9% |
| YTD | +105.3% | -0.7% | +106.0% | +105.2% |
| 1Y | +91.4% | +1.0% | +90.4% | +91.6% |
| 3Y | +84.6% | +18.8% | +65.7% | +86.0% |
| 5Y | +191.7% | +3.5% | +188.3% | +193.0% |
| 10Y | +73.3% | +29.2% | +44.1% | +88.6% |
| All | -54.9% | +98.3% | -153.2% | -28.0% |
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