+82.0%
USO vs VEA
+165.0%
-83.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.7% |
| 7D | +9.1% | -1.5% | +10.6% | +9.8% |
| 30D | +21.7% | -0.8% | +22.5% | +22.0% |
| 3M | +20.2% | +2.5% | +17.8% | +18.1% |
| 6M | +43.4% | +11.1% | +32.2% | +31.7% |
| YTD | +124.0% | +17.2% | +106.8% | +97.4% |
| 1Y | +112.2% | +24.5% | +87.7% | +79.2% |
| 3Y | +97.7% | +75.4% | +22.2% | +27.7% |
| 5Y | +217.4% | +61.1% | +156.3% | +117.8% |
| All | +82.0% | +165.0% | -83.1% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 10y: compounded portfolio wealth divided by compounded VEA 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…
10y analysis · Full analysis span regression · 6 months rolling