+104.1%
USPH vs VT
+223.7%
-119.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.3% | -2.5% |
| 7D | +17.6% | +0.4% | +17.2% | +16.5% |
| 30D | +17.9% | -2.6% | +20.5% | +20.6% |
| 3M | +25.5% | -3.2% | +28.7% | +29.1% |
| 6M | +70.6% | +0.9% | +69.7% | +66.5% |
| YTD | +30.3% | +11.3% | +19.0% | +13.3% |
| 1Y | +38.6% | +14.0% | +24.6% | +17.2% |
| 3Y | +32.4% | +75.8% | -43.4% | -32.7% |
| 5Y | +6.4% | +57.8% | -51.4% | -38.9% |
| 10Y | +104.1% | +219.8% | -115.7% | -46.4% |
| All | +104.1% | +223.7% | -119.6% | -46.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling