+82.0%
USO vs VTEB
+17.9%
+64.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.5% | -2.1% |
| 7D | +9.1% | -0.9% | +10.0% | +8.9% |
| 30D | +21.7% | -2.5% | +24.2% | +21.2% |
| 3M | +20.2% | -3.0% | +23.2% | +19.7% |
| 6M | +43.4% | -2.1% | +45.5% | +42.9% |
| YTD | +124.0% | -1.5% | +125.5% | +123.2% |
| 1Y | +112.2% | +0.2% | +112.0% | +111.4% |
| 3Y | +97.7% | +8.6% | +89.1% | +95.7% |
| 5Y | +217.4% | +1.2% | +216.2% | +216.2% |
| All | +82.0% | +17.9% | +64.1% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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