-66.7%
USO vs VEA
+167.0%
-233.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +3.2% |
| 7D | +6.2% | +0.3% | +5.9% | +6.0% |
| 30D | +19.1% | +0.4% | +18.7% | +18.6% |
| 3M | +14.2% | +4.8% | +9.4% | +9.9% |
| 6M | +43.7% | +11.3% | +32.5% | +30.0% |
| YTD | +116.8% | +17.4% | +99.5% | +88.0% |
| 1Y | +104.3% | +26.2% | +78.1% | +68.3% |
| 3Y | +91.5% | +77.7% | +13.8% | +21.7% |
| 5Y | +214.1% | +60.9% | +153.2% | +111.2% |
| 10Y | +77.0% | +163.6% | -86.6% | -15.7% |
| All | -66.7% | +167.0% | -233.6% | -87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling