+86.3%
USO vs VUG
+86.4%
-0.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.2% | +2.8% |
| 7D | +3.6% | +0.9% | +2.7% | +3.6% |
| 30D | +23.8% | -1.4% | +25.2% | +23.7% |
| 3M | +8.1% | +2.3% | +5.7% | +8.3% |
| 6M | +34.3% | +15.7% | +18.6% | +34.3% |
| YTD | +111.1% | +8.6% | +102.5% | +113.5% |
| 1Y | +99.9% | +14.1% | +85.9% | +100.0% |
| All | +86.3% | +86.4% | -0.1% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling