+84.4%
USO vs VSH
+115.4%
-31.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +0.2% |
| 7D | -1.9% | +14.3% | -16.3% | -3.8% |
| 30D | -5.2% | -7.9% | +2.7% | -4.9% |
| 3M | +16.4% | -19.9% | +36.3% | +18.3% |
| 6M | +2.5% | -30.5% | +33.0% | +3.8% |
| YTD | +110.5% | +85.7% | +24.8% | +74.8% |
| 1Y | +108.4% | +98.9% | +9.5% | +70.2% |
| 3Y | +99.6% | +32.1% | +67.6% | +69.8% |
| 5Y | +160.1% | +39.7% | +120.4% | +111.3% |
| All | +84.4% | +115.4% | -31.0% | +33.5% |
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