+86.1%
USO vs VSH
+179.3%
-93.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.9% | +6.6% | +5.7% |
| 7D | +11.5% | +3.1% | +8.4% | +11.0% |
| 30D | +24.1% | -5.7% | +29.8% | +24.9% |
| 3M | +17.9% | -42.5% | +60.4% | +26.2% |
| 6M | +49.6% | +82.7% | -33.1% | +28.5% |
| YTD | +129.0% | +118.2% | +10.8% | +88.3% |
| 1Y | +112.0% | +109.7% | +2.3% | +74.5% |
| 3Y | +102.3% | +35.3% | +67.0% | +76.3% |
| 5Y | +224.5% | +65.6% | +159.0% | +160.3% |
| All | +86.1% | +179.3% | -93.2% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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