+84.4%
USO vs VFC
-48.6%
+133.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.6% | -0.5% |
| 7D | -1.9% | +1.6% | -3.5% | -2.0% |
| 30D | -5.2% | +25.5% | -30.7% | -6.7% |
| 3M | +16.4% | +41.3% | -24.8% | +13.7% |
| 6M | +2.5% | +22.2% | -19.7% | +0.5% |
| YTD | +110.5% | +16.4% | +94.1% | +105.6% |
| 1Y | +108.4% | +38.4% | +70.0% | +99.3% |
| 3Y | +99.6% | +56.2% | +43.4% | +76.1% |
| 5Y | +160.1% | -68.2% | +228.2% | +206.1% |
| All | +84.4% | -48.6% | +133.0% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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