+56.3%
USOY vs VT
+42.8%
+13.5%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +5.0% | +0.4% |
| 7D | -11.5% | -4.2% | -7.3% | -11.9% |
| 30D | -1.9% | -5.8% | +3.9% | -2.5% |
| 3M | +15.0% | -5.2% | +20.2% | +14.4% |
| 6M | -4.5% | +0.1% | -4.6% | -5.1% |
| YTD | +58.1% | +8.2% | +49.9% | +54.8% |
| 1Y | +56.9% | +10.1% | +46.8% | +52.5% |
| All | +56.3% | +42.8% | +13.5% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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