+82.0%
USO vs VWO
+117.1%
-35.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.5% |
| 7D | +9.1% | -1.8% | +10.9% | +9.9% |
| 30D | +21.7% | -0.1% | +21.8% | +21.6% |
| 3M | +20.2% | +2.2% | +18.0% | +18.4% |
| 6M | +43.4% | +8.8% | +34.6% | +34.6% |
| YTD | +124.0% | +12.4% | +111.6% | +105.3% |
| 1Y | +112.2% | +15.6% | +96.6% | +91.2% |
| 3Y | +97.7% | +62.5% | +35.1% | +42.7% |
| 5Y | +217.4% | +34.3% | +183.2% | +156.0% |
| All | +82.0% | +117.1% | -35.1% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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