+214.1%
USO vs VSH
+67.3%
+146.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.7% |
| 7D | +6.2% | +3.5% | +2.7% | +6.1% |
| 30D | +19.1% | -4.4% | +23.5% | +19.3% |
| 3M | +14.2% | -45.8% | +60.0% | +17.5% |
| 6M | +43.7% | +90.1% | -46.4% | +35.4% |
| YTD | +116.8% | +120.3% | -3.5% | +100.1% |
| 1Y | +104.3% | +112.2% | -7.9% | +88.8% |
| 3Y | +91.5% | +36.6% | +54.9% | +81.6% |
| 5Y | +214.1% | +67.0% | +147.0% | +192.6% |
| All | +214.1% | +67.3% | +146.8% | +192.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling