+81.0%
USO vs VXUS
+146.5%
-65.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | -2.7% | -0.5% | -2.2% | -2.6% |
| 30D | -6.3% | -1.2% | -5.1% | -6.1% |
| 3M | +10.9% | -3.8% | +14.7% | +12.3% |
| 6M | +2.0% | -1.7% | +3.7% | +1.4% |
| YTD | +104.6% | +11.4% | +93.1% | +83.7% |
| 1Y | +94.5% | +13.3% | +81.2% | +72.5% |
| 3Y | +97.1% | +70.0% | +27.1% | +27.6% |
| 5Y | +151.6% | +48.1% | +103.6% | +80.0% |
| 10Y | +81.0% | +147.1% | -66.1% | -2.4% |
| All | +81.0% | +146.5% | -65.5% | -2.4% |
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