-70.9%
USO vs VWO
+196.9%
-267.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.5% | +7.1% | +6.4% |
| 7D | +11.5% | -1.7% | +13.2% | +12.4% |
| 30D | +24.1% | -0.3% | +24.4% | +24.2% |
| 3M | +17.9% | +4.0% | +14.0% | +14.9% |
| 6M | +49.6% | +8.1% | +41.5% | +40.5% |
| YTD | +129.0% | +11.6% | +117.4% | +110.6% |
| 1Y | +112.0% | +16.2% | +95.8% | +90.7% |
| 3Y | +102.3% | +63.3% | +39.0% | +50.0% |
| 5Y | +224.5% | +33.4% | +191.2% | +164.6% |
| 10Y | +86.9% | +113.3% | -26.4% | +18.4% |
| All | -70.9% | +196.9% | -267.8% | -85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling