+168.7%
USXF vs VT
+134.7%
+33.9%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | 0.0% |
| 7D | -1.5% | +0.4% | -1.9% | -1.8% |
| 30D | -7.8% | -2.6% | -5.2% | -4.9% |
| 3M | -8.3% | -3.2% | -5.0% | -4.6% |
| 6M | -3.1% | +0.9% | -4.0% | -3.7% |
| YTD | +11.3% | +11.3% | 0.0% | -0.8% |
| 1Y | +12.5% | +14.0% | -1.5% | -2.3% |
| 3Y | +85.2% | +75.8% | +9.3% | +1.0% |
| 5Y | +70.5% | +57.8% | +12.7% | +4.0% |
| All | +168.7% | +134.7% | +33.9% | +20.9% |
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