-100.0%
USBC price history and return analytics
+345.0%
-444.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -4.1% | -12.2% | -14.9% |
| 7D | -18.2% | -4.2% | -14.0% | -16.8% |
| 30D | -34.5% | -5.8% | -28.7% | -33.0% |
| 3M | 0.0% | -5.2% | +5.2% | +2.2% |
| 6M | -10.0% | +0.1% | -10.1% | -9.6% |
| YTD | -42.9% | +8.2% | -51.1% | -43.8% |
| 1Y | -58.6% | +10.1% | -68.7% | -59.4% |
| 3Y | -96.9% | +69.7% | -166.6% | -97.3% |
| 5Y | -99.6% | +53.4% | -152.9% | -99.6% |
| 10Y | -99.4% | +219.2% | -318.6% | -99.5% |
| All | -100.0% | +345.0% | -444.9% | -100.0% |
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