-33.2%
UBEW vs VT
+14.2%
-47.3%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.6% | +1.5% | +1.9% |
| 7D | +7.6% | +0.4% | +7.3% | +7.2% |
| 30D | -2.1% | -2.6% | +0.5% | 0.0% |
| 3M | -8.0% | -3.2% | -4.7% | -5.6% |
| 6M | -10.0% | +0.9% | -11.0% | -11.3% |
| YTD | -19.2% | +11.3% | -30.5% | -29.7% |
| 1Y | -30.7% | +14.0% | -44.7% | -41.8% |
| All | -33.2% | +14.2% | -47.3% | -43.4% |
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