+86.1%
USO vs VXUS
+148.6%
-62.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.3% | +6.9% | +6.3% |
| 7D | +11.5% | -1.9% | +13.4% | +12.5% |
| 30D | +24.1% | -0.7% | +24.8% | +24.4% |
| 3M | +17.9% | +4.9% | +13.0% | +14.1% |
| 6M | +49.6% | +9.7% | +40.0% | +38.1% |
| YTD | +129.0% | +15.0% | +114.0% | +103.3% |
| 1Y | +112.0% | +22.4% | +89.5% | +79.8% |
| 3Y | +102.3% | +72.2% | +30.0% | +30.7% |
| 5Y | +224.5% | +52.6% | +171.9% | +129.3% |
| All | +86.1% | +148.6% | -62.6% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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