+112.0%
USO vs VFC
-14.7%
+126.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.6% | +7.2% | +5.1% |
| 7D | +11.5% | -3.3% | +14.7% | +10.4% |
| 30D | +24.1% | -14.0% | +38.1% | +18.9% |
| 3M | +17.9% | -22.6% | +40.5% | +11.0% |
| 6M | +49.6% | -24.7% | +74.3% | +40.1% |
| YTD | +129.0% | -29.0% | +158.0% | +114.0% |
| 1Y | +112.0% | -13.8% | +125.8% | +95.2% |
| All | +112.0% | -14.7% | +126.7% | +95.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling