-70.9%
USO vs VTRS
-9.0%
-61.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.7% | +6.3% | +5.7% |
| 7D | +11.5% | -3.3% | +14.8% | +12.0% |
| 30D | +24.1% | +1.4% | +22.7% | +23.8% |
| 3M | +17.9% | +4.6% | +13.3% | +16.7% |
| 6M | +49.6% | +18.1% | +31.5% | +44.2% |
| YTD | +129.0% | +34.7% | +94.3% | +115.1% |
| 1Y | +112.0% | +65.6% | +46.4% | +91.6% |
| 3Y | +102.3% | +83.8% | +18.5% | +75.2% |
| 5Y | +224.5% | +46.5% | +178.1% | +186.6% |
| 10Y | +86.9% | -48.6% | +135.5% | +87.9% |
| All | -70.9% | -9.0% | -61.9% | -80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling