+82.0%
USO vs VTRS
-48.4%
+130.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.3% |
| 7D | +9.1% | -2.2% | +11.3% | +9.4% |
| 30D | +21.7% | +3.3% | +18.4% | +21.1% |
| 3M | +20.2% | +2.0% | +18.3% | +19.6% |
| 6M | +43.4% | +19.9% | +23.4% | +38.8% |
| YTD | +124.0% | +35.7% | +88.2% | +112.2% |
| 1Y | +112.2% | +68.1% | +44.1% | +94.1% |
| 3Y | +97.7% | +87.1% | +10.6% | +73.3% |
| 5Y | +217.4% | +47.6% | +169.8% | +184.0% |
| All | +82.0% | -48.4% | +130.3% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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