-43.6%
UBOT vs VT
+154.1%
-197.6%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -0.1% |
| 7D | +2.6% | +1.0% | +1.6% | -0.5% |
| 30D | -11.1% | -0.2% | -10.8% | -10.1% |
| 3M | -16.8% | +4.5% | -21.3% | -25.7% |
| 6M | -9.7% | +14.1% | -23.8% | -36.9% |
| YTD | -12.2% | +14.8% | -27.0% | -39.3% |
| 1Y | -3.7% | +21.2% | -24.9% | -42.8% |
| 3Y | +30.5% | +76.6% | -46.1% | -72.9% |
| 5Y | -55.0% | +66.6% | -121.6% | -86.5% |
| All | -43.6% | +154.1% | -197.6% | -92.6% |
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