-70.9%
USO vs VGT
+2,107.9%
-2,178.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.0% | +6.7% | +6.0% |
| 7D | +11.5% | -1.0% | +12.5% | +11.9% |
| 30D | +24.1% | -0.4% | +24.6% | +24.2% |
| 3M | +17.9% | +6.6% | +11.3% | +13.8% |
| 6M | +49.6% | +31.0% | +18.6% | +30.3% |
| YTD | +129.0% | +27.2% | +101.8% | +101.2% |
| 1Y | +112.0% | +34.5% | +77.5% | +80.9% |
| 3Y | +102.3% | +123.1% | -20.9% | +31.6% |
| 5Y | +224.5% | +135.1% | +89.5% | +97.3% |
| 10Y | +86.9% | +803.4% | -716.4% | -49.4% |
| All | -70.9% | +2,107.9% | -2,178.8% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling