+587.8%
UAMY vs VT
+215.5%
+372.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.2% | +8.6% | +8.6% |
| 7D | -5.4% | -2.3% | -3.1% | -2.5% |
| 30D | -26.9% | -5.0% | -22.0% | -22.3% |
| 3M | -54.6% | -4.9% | -49.7% | -51.5% |
| 6M | -77.6% | -1.5% | -76.1% | -76.5% |
| YTD | -43.8% | +8.5% | -52.3% | -44.9% |
| 1Y | -60.1% | +11.4% | -71.4% | -61.5% |
| 3Y | +754.5% | +70.1% | +684.5% | +519.2% |
| 5Y | +213.3% | +53.7% | +159.6% | +142.0% |
| All | +587.8% | +215.5% | +372.3% | +150.7% |
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