-57.0%
UBOT vs VT
+146.6%
-203.6%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.6% | -4.1% | -2.8% |
| 7D | +5.1% | +2.9% | +2.3% | -3.5% |
| 30D | -20.3% | -2.5% | -17.8% | -12.5% |
| 3M | -33.0% | -3.3% | -29.7% | -24.0% |
| 6M | -44.3% | +1.5% | -45.9% | -44.3% |
| YTD | -33.2% | +11.4% | -44.6% | -48.4% |
| 1Y | -33.3% | +11.9% | -45.2% | -49.0% |
| 3Y | +12.7% | +73.9% | -61.2% | -75.2% |
| 5Y | -65.2% | +57.9% | -123.1% | -87.5% |
| All | -57.0% | +146.6% | -203.6% | -93.7% |
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