-98.5%
USBC price history and return analytics
+221.4%
-319.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.5% | +4.6% | +4.3% |
| 7D | +6.3% | +1.0% | +5.2% | +5.8% |
| 30D | +50.0% | -0.2% | +50.2% | +50.1% |
| 3M | +41.7% | +4.5% | +37.1% | +39.2% |
| 6M | +34.2% | +14.1% | +20.2% | +26.9% |
| YTD | -19.0% | +14.8% | -33.8% | -23.4% |
| 1Y | -28.2% | +21.2% | -49.4% | -33.2% |
| 3Y | -97.7% | +76.6% | -174.3% | -98.1% |
| 5Y | -99.5% | +66.6% | -166.1% | -99.6% |
| 10Y | -98.5% | +222.3% | -320.8% | -97.7% |
| All | -98.5% | +221.4% | -319.9% | -97.7% |
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