+102.1%
USO vs VCLT
+11.3%
+90.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.2% | +6.8% | +4.8% |
| 7D | +11.5% | -1.3% | +12.8% | +10.5% |
| 30D | +24.1% | -1.1% | +25.2% | +23.3% |
| 3M | +17.9% | -3.7% | +21.6% | +15.8% |
| 6M | +49.6% | -4.0% | +53.6% | +47.5% |
| YTD | +129.0% | -3.4% | +132.4% | +126.0% |
| 1Y | +112.0% | -4.1% | +116.1% | +108.9% |
| All | +102.1% | +11.3% | +90.8% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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