-100.0%
UAVS vs VT
+224.4%
-324.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.1% | +7.2% | +6.7% |
| 7D | +11.4% | -0.7% | +12.1% | +13.6% |
| 30D | -48.7% | -1.7% | -46.9% | -46.8% |
| 3M | -61.0% | -2.3% | -58.7% | -59.1% |
| 6M | -65.5% | +1.5% | -67.0% | -65.3% |
| YTD | -51.9% | +12.0% | -63.9% | -57.4% |
| 1Y | -71.9% | +12.9% | -84.8% | -75.2% |
| 3Y | -99.7% | +74.9% | -174.6% | -99.8% |
| 5Y | -100.0% | +59.9% | -159.9% | -100.0% |
| 10Y | -100.0% | +224.6% | -324.6% | -100.0% |
| All | -100.0% | +224.4% | -324.3% | -100.0% |
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