+74.9%
UAUG vs VT
+156.2%
-81.3%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +0.3% | +1.0% | -0.7% | -0.1% |
| 30D | -0.1% | -0.2% | +0.2% | 0.0% |
| 3M | +2.9% | +4.5% | -1.6% | +1.0% |
| 6M | +7.9% | +14.1% | -6.2% | +2.1% |
| YTD | +7.7% | +14.8% | -7.1% | +1.6% |
| 1Y | +10.7% | +21.2% | -10.5% | +2.1% |
| 3Y | +46.6% | +76.6% | -29.9% | +16.2% |
| 5Y | +49.2% | +66.6% | -17.4% | +19.8% |
| All | +74.9% | +156.2% | -81.3% | +16.6% |
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