+44.4%
UAPR vs VT
+138.8%
-94.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | -0.2% |
| 7D | -1.5% | -4.2% | +2.6% | -0.1% |
| 30D | -1.5% | -5.8% | +4.3% | +0.6% |
| 3M | 0.0% | -5.2% | +5.3% | +1.9% |
| 6M | +2.7% | +0.1% | +2.6% | +2.5% |
| YTD | +8.6% | +8.2% | +0.3% | +5.2% |
| 1Y | +10.1% | +10.1% | 0.0% | +6.0% |
| 3Y | +36.2% | +69.7% | -33.4% | +12.5% |
| 5Y | +36.0% | +53.4% | -17.4% | +15.3% |
| All | +44.4% | +138.8% | -94.3% | +3.8% |
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