+62.0%
USSE vs VT
+75.1%
-13.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.4% | +0.4% | -0.9% | -0.9% |
| 30D | -0.9% | +1.0% | -1.9% | -1.9% |
| 3M | -0.5% | +2.4% | -2.9% | -2.8% |
| 6M | +15.7% | +12.0% | +3.7% | +3.3% |
| YTD | +20.9% | +15.3% | +5.6% | +4.7% |
| 1Y | +24.0% | +22.6% | +1.4% | +1.1% |
| 3Y | +61.5% | +74.7% | -13.1% | -4.6% |
| All | +62.0% | +75.1% | -13.1% | -4.4% |
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