+253.3%
USRT vs VT
+363.9%
-110.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.1% | +1.2% |
| 7D | +6.4% | -0.3% | +6.7% | +6.7% |
| 30D | +8.5% | -1.4% | +10.0% | +10.0% |
| 3M | -1.0% | -1.4% | +0.4% | +0.2% |
| 6M | +5.1% | +5.5% | -0.4% | -1.0% |
| YTD | +18.5% | +12.8% | +5.7% | +4.0% |
| 1Y | +18.4% | +15.4% | +3.0% | +1.5% |
| 3Y | +51.2% | +76.9% | -25.7% | -16.1% |
| 5Y | +21.2% | +60.4% | -39.2% | -26.2% |
| 10Y | +101.1% | +232.8% | -131.7% | -42.3% |
| All | +253.3% | +363.9% | -110.6% | -26.6% |
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