+82.0%
USO vs VGT
+820.0%
-738.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.5% |
| 7D | +9.1% | -0.2% | +9.3% | +9.1% |
| 30D | +21.7% | -0.4% | +22.1% | +21.7% |
| 3M | +20.2% | +4.4% | +15.8% | +18.2% |
| 6M | +43.4% | +32.1% | +11.3% | +30.3% |
| YTD | +124.0% | +28.8% | +95.2% | +104.6% |
| 1Y | +112.2% | +35.3% | +76.8% | +90.1% |
| 3Y | +97.7% | +124.8% | -27.1% | +44.4% |
| 5Y | +217.4% | +137.9% | +79.5% | +121.4% |
| All | +82.0% | +820.0% | -738.1% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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