-53.6%
USO vs VCLT
+103.3%
-157.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +3.6% | +0.3% | +3.3% | +3.6% |
| 30D | +23.8% | -0.6% | +24.3% | +23.7% |
| 3M | +8.1% | -2.2% | +10.3% | +7.8% |
| 6M | +34.3% | -2.9% | +37.1% | +34.0% |
| YTD | +111.1% | -2.1% | +113.2% | +111.0% |
| 1Y | +99.9% | -2.6% | +102.5% | +99.7% |
| 3Y | +86.5% | +12.5% | +74.0% | +89.4% |
| 5Y | +200.5% | -15.3% | +215.8% | +196.0% |
| 10Y | +66.5% | +16.6% | +49.9% | +80.1% |
| All | -53.6% | +103.3% | -157.0% | -29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling