+243.6%
USRT vs VT
+356.1%
-112.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | +2.6% | -1.6% | +4.2% | +4.2% |
| 30D | +5.0% | -2.5% | +7.5% | +7.5% |
| 3M | -4.2% | -1.3% | -2.9% | -3.2% |
| 6M | +1.5% | +3.1% | -1.6% | -2.3% |
| YTD | +15.3% | +10.9% | +4.3% | +2.8% |
| 1Y | +15.2% | +12.1% | +3.1% | +1.6% |
| 3Y | +47.1% | +73.9% | -26.8% | -17.0% |
| 5Y | +16.5% | +58.0% | -41.4% | -28.0% |
| 10Y | +96.6% | +225.5% | -128.9% | -42.3% |
| All | +243.6% | +356.1% | -112.5% | -27.4% |
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