+665.8%
UAMY vs VT
+222.7%
+443.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.1% | -6.1% |
| 7D | +12.4% | +2.9% | +9.5% | +9.5% |
| 30D | -7.3% | -2.5% | -4.8% | -3.6% |
| 3M | -41.4% | -3.3% | -38.1% | -38.3% |
| 6M | -72.3% | +1.5% | -73.8% | -71.7% |
| YTD | -42.0% | +11.4% | -53.4% | -44.5% |
| 1Y | -61.8% | +11.9% | -73.7% | -63.4% |
| 3Y | +838.7% | +73.9% | +764.8% | +566.4% |
| 5Y | +234.5% | +57.9% | +176.6% | +152.3% |
| All | +665.8% | +222.7% | +443.1% | +152.0% |
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 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