-84.3%
UAA vs VT
+224.4%
-308.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -4.6% |
| 7D | -13.2% | -0.7% | -12.5% | -12.4% |
| 30D | +1.6% | -1.7% | +3.4% | +4.2% |
| 3M | -6.2% | -2.3% | -3.9% | -3.0% |
| 6M | -17.3% | +1.5% | -18.8% | -19.6% |
| YTD | +0.8% | +12.0% | -11.2% | -15.4% |
| 1Y | +8.2% | +12.9% | -4.7% | -10.0% |
| 3Y | -32.1% | +74.9% | -107.1% | -70.8% |
| 5Y | -79.8% | +59.9% | -139.7% | -89.6% |
| 10Y | -84.3% | +224.6% | -308.9% | -97.1% |
| All | -84.3% | +224.4% | -308.6% | -97.1% |
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