+94.9%
USRT vs VT
+214.8%
-119.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | +1.8% |
| 7D | +2.2% | -4.2% | +6.4% | +6.0% |
| 30D | +5.8% | -5.8% | +11.6% | +11.3% |
| 3M | -3.0% | -5.2% | +2.2% | +1.4% |
| 6M | +2.7% | +0.1% | +2.6% | +1.7% |
| YTD | +16.5% | +8.2% | +8.3% | +7.1% |
| 1Y | +16.3% | +10.1% | +6.2% | +5.2% |
| 3Y | +48.6% | +69.7% | -21.0% | -11.1% |
| 5Y | +18.1% | +53.4% | -35.2% | -22.5% |
| All | +94.9% | +214.8% | -119.9% | -30.0% |
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