+82.0%
USO vs VTV
+234.5%
-152.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.7% |
| 7D | +9.1% | -1.1% | +10.2% | +9.8% |
| 30D | +21.7% | -1.0% | +22.7% | +22.4% |
| 3M | +20.2% | +4.6% | +15.6% | +16.2% |
| 6M | +43.4% | +13.5% | +29.9% | +30.0% |
| YTD | +124.0% | +18.5% | +105.5% | +96.3% |
| 1Y | +112.2% | +22.9% | +89.3% | +80.9% |
| 3Y | +97.7% | +67.8% | +29.8% | +31.2% |
| 5Y | +217.4% | +81.8% | +135.6% | +96.2% |
| All | +82.0% | +234.5% | -152.5% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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