+86.1%
USO vs VUG
+419.9%
-333.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.5% | +6.1% | +5.8% |
| 7D | +11.5% | -1.9% | +13.3% | +12.1% |
| 30D | +24.1% | -1.6% | +25.7% | +24.7% |
| 3M | +17.9% | +4.4% | +13.5% | +15.7% |
| 6M | +49.6% | +13.2% | +36.4% | +41.4% |
| YTD | +129.0% | +7.5% | +121.5% | +120.4% |
| 1Y | +112.0% | +12.5% | +99.5% | +100.0% |
| 3Y | +102.3% | +86.0% | +16.3% | +51.0% |
| 5Y | +224.5% | +76.5% | +148.1% | +145.3% |
| All | +86.1% | +419.9% | -333.9% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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