+627.4%
USPH vs VT
+345.0%
+282.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -4.1% | +13.1% | +13.0% |
| 7D | +12.3% | -4.2% | +16.5% | +16.6% |
| 30D | +16.2% | -5.8% | +22.0% | +22.7% |
| 3M | +25.8% | -5.2% | +31.1% | +31.9% |
| 6M | +37.3% | +0.1% | +37.2% | +35.8% |
| YTD | +26.9% | +8.2% | +18.6% | +15.5% |
| 1Y | +13.2% | +10.1% | +3.1% | +1.4% |
| 3Y | +22.9% | +69.7% | -46.8% | -28.7% |
| 5Y | -1.4% | +53.4% | -54.7% | -37.5% |
| 10Y | +103.0% | +219.2% | -116.2% | -33.8% |
| All | +627.4% | +345.0% | +282.4% | +48.4% |
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 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