+149.2%
USVM vs VT
+170.4%
-21.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +0.5% | +0.4% | 0.0% | 0.0% |
| 30D | -1.6% | +1.0% | -2.6% | -2.6% |
| 3M | +4.2% | +2.4% | +1.8% | +1.3% |
| 6M | +12.0% | +12.0% | 0.0% | -1.2% |
| YTD | +21.2% | +15.3% | +5.9% | +3.6% |
| 1Y | +24.2% | +22.6% | +1.7% | -0.7% |
| 3Y | +67.5% | +74.7% | -7.2% | -8.0% |
| 5Y | +63.5% | +66.1% | -2.7% | -5.0% |
| All | +149.2% | +170.4% | -21.2% | -15.1% |
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