+75.0%
USRT vs VT
+224.5%
-149.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | -1.2% | +0.4% | -1.6% | -1.6% |
| 30D | -3.7% | +1.0% | -4.6% | -4.5% |
| 3M | +1.4% | +2.4% | -0.9% | -1.2% |
| 6M | +4.4% | +12.0% | -7.6% | -6.4% |
| YTD | +15.8% | +15.3% | +0.4% | +0.9% |
| 1Y | +15.3% | +22.6% | -7.3% | -5.2% |
| 3Y | +39.4% | +74.7% | -35.3% | -18.3% |
| 5Y | +19.3% | +66.1% | -46.8% | -27.1% |
| All | +75.0% | +224.5% | -149.5% | -42.0% |
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