+214.1%
USO vs VFC
-78.7%
+292.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +2.7% |
| 7D | +6.2% | -2.3% | +8.6% | +6.2% |
| 30D | +19.1% | -13.4% | +32.5% | +19.0% |
| 3M | +14.2% | -23.7% | +37.9% | +14.0% |
| 6M | +43.7% | -24.5% | +68.2% | +43.1% |
| YTD | +116.8% | -27.8% | +144.7% | +116.1% |
| 1Y | +104.3% | -13.5% | +117.8% | +101.4% |
| 3Y | +91.5% | -27.1% | +118.6% | +86.5% |
| 5Y | +214.1% | -79.0% | +293.1% | +242.0% |
| All | +214.1% | -78.7% | +292.8% | +242.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling