+6.4%
USPH vs VT
+57.4%
-50.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.3% | -1.7% |
| 7D | +17.6% | +0.4% | +17.2% | +16.8% |
| 30D | +17.9% | -2.6% | +20.5% | +19.9% |
| 3M | +25.5% | -3.2% | +28.7% | +28.2% |
| 6M | +70.6% | +0.9% | +69.7% | +67.7% |
| YTD | +30.3% | +11.3% | +19.0% | +17.7% |
| 1Y | +38.6% | +14.0% | +24.6% | +22.6% |
| 3Y | +32.4% | +75.8% | -43.4% | -17.4% |
| 5Y | +6.4% | +57.8% | -51.4% | -26.7% |
| All | +6.4% | +57.4% | -50.9% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling