+98.1%
USO vs VT
+69.7%
+28.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.2% |
| 7D | -12.1% | -2.3% | -9.8% | -12.5% |
| 30D | +3.1% | -5.0% | +8.1% | +2.0% |
| 3M | +24.9% | -4.9% | +29.7% | +23.6% |
| 6M | +10.8% | -1.5% | +12.3% | +10.4% |
| YTD | +114.6% | +8.5% | +106.1% | +112.4% |
| 1Y | +109.4% | +11.4% | +98.0% | +105.0% |
| 3Y | +98.1% | +70.1% | +28.0% | +52.9% |
| All | +98.1% | +69.7% | +28.4% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 3y: compounded portfolio wealth divided by compounded VT 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…
3y analysis · Full analysis span regression · 6 months rolling