-82.7%
UAA vs VT
+223.7%
-306.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.6% | +0.8% | -0.5% |
| 7D | +4.2% | +0.4% | +3.8% | +3.7% |
| 30D | +10.8% | -2.6% | +13.3% | +15.1% |
| 3M | -10.6% | -3.2% | -7.4% | -6.2% |
| 6M | -15.1% | +0.9% | -16.0% | -16.7% |
| YTD | +9.9% | +11.3% | -1.4% | -6.8% |
| 1Y | +17.2% | +14.0% | +3.2% | -4.1% |
| 3Y | -24.0% | +75.8% | -99.8% | -67.6% |
| 5Y | -77.9% | +57.8% | -135.8% | -88.4% |
| 10Y | -82.7% | +219.8% | -302.5% | -96.6% |
| All | -82.7% | +223.7% | -306.4% | -96.6% |
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